+72.8%
AZN vs FIX
+1,054.8%
-982.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -1.3% | +16.9% | -18.2% | -1.6% |
| 30D | +18.3% | -30.6% | +49.0% | +19.2% |
| 3M | +16.3% | -35.1% | +51.4% | +17.3% |
| 6M | -0.1% | -44.0% | +43.9% | +1.2% |
| YTD | +1.3% | +21.0% | -19.7% | -1.6% |
| 1Y | +6.2% | +16.2% | -9.9% | +3.3% |
| 3Y | +53.9% | +506.9% | -453.0% | +27.1% |
| 5Y | +72.8% | +1,051.1% | -978.3% | +21.2% |
| All | +72.8% | +1,054.8% | -982.0% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling