+23.7%
AZN vs FIVE
+59.0%
-35.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | -1.5% | +3.7% | -5.2% | -1.6% |
| 30D | -0.9% | +4.0% | -4.8% | -1.0% |
| 3M | -11.8% | +36.2% | -48.1% | -12.8% |
| 6M | -17.6% | +18.0% | -35.6% | -18.1% |
| YTD | -12.0% | +34.9% | -46.9% | -13.0% |
| 1Y | -0.9% | +67.9% | -68.8% | -2.8% |
| 3Y | +23.7% | +57.3% | -33.7% | +19.3% |
| All | +23.7% | +59.0% | -35.4% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling