+56.4%
AZN vs FITB
+68.4%
-12.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | +0.6% | -5.5% | +6.1% | +1.3% |
| 3M | -10.8% | +4.1% | -14.9% | -11.4% |
| 6M | -18.1% | +18.7% | -36.8% | -20.1% |
| YTD | -12.3% | +18.2% | -30.4% | -14.5% |
| 1Y | -0.2% | +23.7% | -23.9% | -3.5% |
| 3Y | +23.4% | +130.8% | -107.4% | +8.2% |
| 5Y | +56.4% | +69.8% | -13.4% | +52.8% |
| All | +56.4% | +68.4% | -12.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling