+1,356.1%
AZN vs FIX
+8,714.3%
-7,358.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -1.3% | +17.0% | -18.3% | -2.9% |
| 30D | +18.3% | -30.6% | +48.9% | +21.9% |
| 3M | +16.3% | -35.0% | +51.4% | +20.4% |
| 6M | -0.1% | -44.0% | +43.9% | +4.3% |
| YTD | +1.3% | +21.1% | -19.8% | -3.2% |
| 1Y | +6.2% | +16.3% | -10.0% | +1.8% |
| 3Y | +53.9% | +507.4% | -453.5% | +18.3% |
| 5Y | +72.8% | +1,052.1% | -979.3% | +21.7% |
| 10Y | +332.8% | +3,650.8% | -3,318.0% | +155.7% |
| All | +1,356.1% | +8,714.3% | -7,358.2% | +563.4% |
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