+553.6%
AZN vs FN
+3,620.5%
-3,067.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | +0.7% | -22.0% | +22.7% | +2.2% |
| 3M | -10.5% | -43.0% | +32.5% | -7.5% |
| 6M | -19.3% | -27.7% | +8.5% | -18.7% |
| YTD | -10.6% | -10.5% | -0.1% | -11.9% |
| 1Y | +0.5% | +12.5% | -12.0% | -3.3% |
| 3Y | +25.9% | +153.8% | -127.9% | +9.1% |
| 5Y | +52.4% | +288.0% | -235.6% | +24.3% |
| 10Y | +220.8% | +906.4% | -685.6% | +132.6% |
| All | +553.6% | +3,620.5% | -3,067.0% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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