+1,356.6%
AZN vs FIX
+8,592.5%
-7,235.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -1.1% | +9.4% | -10.5% | -2.0% |
| 30D | +13.8% | -27.8% | +41.6% | +16.9% |
| 3M | +17.3% | -35.6% | +52.9% | +21.5% |
| 6M | -1.7% | -45.2% | +43.5% | +2.8% |
| YTD | +1.4% | +19.5% | -18.1% | -3.0% |
| 1Y | +5.2% | +24.2% | -19.1% | +0.1% |
| 3Y | +52.6% | +494.2% | -441.5% | +17.6% |
| 5Y | +72.9% | +1,036.1% | -963.3% | +21.9% |
| 10Y | +333.0% | +3,599.0% | -3,266.0% | +156.2% |
| All | +1,356.6% | +8,592.5% | -7,235.8% | +564.5% |
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 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