+531.8%
AZN vs FIVE
+862.5%
-330.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +17.1% | +17.4% | -0.3% | +15.5% |
| 3M | +16.8% | +7.0% | +9.8% | +16.0% |
| 6M | +2.0% | +20.5% | -18.5% | 0.0% |
| YTD | +1.9% | +33.1% | -31.2% | -1.1% |
| 1Y | +5.2% | +67.1% | -61.9% | -0.1% |
| 3Y | +54.8% | +41.9% | +12.9% | +45.9% |
| 5Y | +62.4% | +21.1% | +41.4% | +52.8% |
| 10Y | +335.4% | +518.8% | -183.4% | +243.3% |
| All | +531.8% | +862.5% | -330.8% | +375.8% |
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