+16.4%
AZN vs FLEX
+23.4%
-7.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -12.3% | +15.1% | +2.3% |
| 7D | +11.5% | -17.0% | +28.5% | +10.9% |
| 30D | +20.8% | -33.8% | +54.6% | +19.9% |
| 3M | +21.5% | -39.0% | +60.5% | +20.5% |
| 6M | +3.0% | -15.9% | +18.9% | +0.1% |
| YTD | +3.9% | +27.8% | -24.0% | -1.2% |
| 1Y | +16.4% | +25.0% | -8.6% | +11.8% |
| All | +16.4% | +23.4% | -7.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling