+4,581.7%
AZN vs FITB
+1,137.4%
+3,444.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -3.1% | -5.1% | +2.1% | -2.4% |
| 3M | -14.4% | +3.5% | -18.0% | -14.9% |
| 6M | -19.5% | +17.2% | -36.7% | -21.3% |
| YTD | -13.8% | +17.6% | -31.4% | -15.8% |
| 1Y | -2.4% | +23.4% | -25.7% | -5.4% |
| 3Y | +21.3% | +129.7% | -108.5% | +7.5% |
| 5Y | +53.6% | +68.4% | -14.8% | +39.7% |
| 10Y | +220.1% | +285.6% | -65.5% | +148.6% |
| All | +4,581.7% | +1,137.4% | +3,444.3% | +2,700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling