+3,988.4%
AZN vs FLEX
+7,857.5%
-3,869.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.0% |
| 7D | -1.5% | +7.0% | -8.5% | -2.1% |
| 30D | -0.9% | -5.8% | +4.9% | -0.5% |
| 3M | -11.8% | -24.2% | +12.4% | -10.4% |
| 6M | -17.6% | +90.8% | -108.4% | -23.4% |
| YTD | -12.0% | +89.2% | -101.2% | -18.4% |
| 1Y | -0.9% | +104.7% | -105.6% | -8.9% |
| 3Y | +23.7% | +478.1% | -454.4% | +2.0% |
| 5Y | +54.5% | +726.2% | -671.7% | +22.3% |
| 10Y | +218.2% | +1,060.6% | -842.4% | +135.0% |
| All | +3,988.4% | +7,857.5% | -3,869.1% | +2,262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling