-0.2%
AZN vs FIX
+119.3%
-119.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | +0.6% | -5.7% | +6.3% | +0.5% |
| 3M | -10.8% | -7.4% | -3.4% | -11.3% |
| 6M | -18.1% | +15.1% | -33.2% | -19.7% |
| YTD | -12.3% | +70.7% | -83.0% | -14.9% |
| 1Y | -0.2% | +111.9% | -112.1% | -5.5% |
| All | -0.2% | +119.3% | -119.5% | -5.5% |
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