+0.5%
AZN vs FIX
+128.3%
-127.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.2% |
| 7D | 0.0% | +6.0% | -6.0% | +0.1% |
| 30D | +0.7% | -7.2% | +8.0% | +0.6% |
| 3M | -10.5% | -15.9% | +5.3% | -10.4% |
| 6M | -19.3% | +12.7% | -32.0% | -20.7% |
| YTD | -10.6% | +72.8% | -83.4% | -13.0% |
| 1Y | +0.5% | +122.9% | -122.4% | -5.3% |
| All | +0.5% | +128.3% | -127.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling