+1,184.9%
AZN vs FIX
+12,471.5%
-11,286.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | 0.0% | +6.0% | -6.0% | -0.6% |
| 30D | +0.7% | -7.2% | +8.0% | +1.4% |
| 3M | -10.5% | -15.9% | +5.3% | -9.6% |
| 6M | -19.3% | +12.7% | -32.0% | -21.2% |
| YTD | -10.6% | +72.8% | -83.4% | -16.9% |
| 1Y | +0.5% | +122.9% | -122.4% | -9.6% |
| 3Y | +25.9% | +774.3% | -748.5% | -6.1% |
| 5Y | +52.4% | +2,049.5% | -1,997.1% | +1.0% |
| 10Y | +220.8% | +5,821.5% | -5,600.6% | +81.9% |
| All | +1,184.9% | +12,471.5% | -11,286.6% | +469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling