+216.5%
AZN vs FLEX
+1,128.1%
-911.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.9% | -0.2% |
| 7D | -1.6% | +5.7% | -7.3% | -2.0% |
| 30D | +1.1% | -7.0% | +8.1% | +1.5% |
| 3M | -12.1% | -23.8% | +11.7% | -10.7% |
| 6M | -17.1% | +82.6% | -99.8% | -23.4% |
| YTD | -12.0% | +91.6% | -103.6% | -19.3% |
| 1Y | -0.2% | +100.6% | -100.8% | -9.2% |
| 3Y | +26.8% | +479.8% | -453.0% | -0.2% |
| 5Y | +56.9% | +746.5% | -689.6% | +15.9% |
| All | +216.5% | +1,128.1% | -911.6% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling