+124.5%
AZN vs FOXA
+90.1%
+34.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +1.5% |
| 7D | -3.1% | -3.7% | +0.6% | -2.7% |
| 30D | +0.6% | +5.4% | -4.8% | -0.1% |
| 3M | -10.8% | -3.7% | -7.1% | -10.7% |
| 6M | -18.1% | +12.6% | -30.7% | -19.7% |
| YTD | -12.3% | -10.0% | -2.3% | -11.5% |
| 1Y | -0.2% | +15.0% | -15.2% | -2.8% |
| 3Y | +23.4% | +115.1% | -91.7% | +9.3% |
| 5Y | +56.4% | +93.0% | -36.7% | +39.2% |
| All | +124.5% | +90.1% | +34.3% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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