+216.5%
AZN vs FLR
+19.7%
+196.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +1.1% | +4.2% | -3.1% | +0.9% |
| 3M | -12.1% | +8.1% | -20.2% | -12.5% |
| 6M | -17.1% | +21.5% | -38.7% | -18.0% |
| YTD | -12.0% | +36.8% | -48.7% | -13.4% |
| 1Y | -0.2% | +31.2% | -31.4% | -1.8% |
| 3Y | +26.8% | +53.9% | -27.1% | +22.8% |
| 5Y | +56.9% | +243.0% | -186.1% | +46.6% |
| All | +216.5% | +19.7% | +196.8% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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