+57.7%
AZN vs FLUT
-50.9%
+108.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +1.1% | +2.5% | -1.5% | +0.9% |
| 3M | -12.1% | -9.2% | -2.9% | -11.8% |
| 6M | -17.1% | -8.2% | -8.9% | -17.0% |
| YTD | -12.0% | -53.2% | +41.3% | -7.7% |
| 1Y | -0.2% | -65.6% | +65.4% | +6.9% |
| 3Y | +26.8% | -43.6% | +70.3% | +28.8% |
| All | +57.7% | -50.9% | +108.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 5y: compounded portfolio wealth divided by compounded FLUT 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…
5y analysis · Full analysis span regression · 6 months rolling