+454.2%
AZN vs FIVE
+868.1%
-414.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.7% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | +0.7% | +12.5% | -11.8% | -0.4% |
| 3M | -10.5% | +31.2% | -41.7% | -12.7% |
| 6M | -19.3% | +14.4% | -33.6% | -20.5% |
| YTD | -10.6% | +33.9% | -44.5% | -13.3% |
| 1Y | +0.5% | +65.1% | -64.5% | -4.5% |
| 3Y | +25.9% | +49.0% | -23.1% | +18.1% |
| 5Y | +52.4% | +30.3% | +22.1% | +42.2% |
| 10Y | +220.8% | +481.1% | -260.3% | +154.0% |
| All | +454.2% | +868.1% | -414.0% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling