+24.2%
AZN vs FIX
+764.7%
-740.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | -2.9% | +3.5% | -6.4% | -2.9% |
| 30D | -3.1% | -3.5% | +0.4% | -3.1% |
| 3M | -14.4% | -11.8% | -2.7% | -14.4% |
| 6M | -19.5% | +17.8% | -37.3% | -20.2% |
| YTD | -13.8% | +73.3% | -87.1% | -15.3% |
| 1Y | -2.4% | +128.1% | -130.5% | -4.8% |
| All | +24.2% | +764.7% | -740.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling