-2.6%
AZN vs FRMI
-79.6%
+77.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.2% |
| 7D | 0.0% | +2.4% | -2.4% | 0.0% |
| 30D | +0.7% | -17.3% | +18.0% | +0.7% |
| 3M | -10.5% | -17.2% | +6.6% | -10.6% |
| 6M | -19.3% | -43.4% | +24.1% | -19.3% |
| YTD | -10.6% | -36.0% | +25.4% | -10.4% |
| All | -2.6% | -79.6% | +77.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling