+215.5%
AZN vs FIVE
+483.6%
-268.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | +0.6% | +3.0% | -2.4% | +0.2% |
| 3M | -10.8% | +23.2% | -34.0% | -12.7% |
| 6M | -18.1% | +9.2% | -27.3% | -19.2% |
| YTD | -12.3% | +28.1% | -40.4% | -14.8% |
| 1Y | -0.2% | +65.3% | -65.5% | -5.6% |
| 3Y | +23.4% | +49.4% | -26.0% | +15.1% |
| 5Y | +56.4% | +29.5% | +26.8% | +45.1% |
| All | +215.5% | +483.6% | -268.2% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling