+16.4%
AZN vs FRMI
-93.1%
+109.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.6% | +13.4% | +2.6% |
| 7D | +11.5% | -39.7% | +51.2% | +10.8% |
| 30D | +20.8% | -55.2% | +75.9% | +19.9% |
| 3M | +21.5% | -71.2% | +92.6% | +20.4% |
| 6M | +3.0% | -64.1% | +67.1% | +1.8% |
| YTD | +3.9% | -77.2% | +81.1% | +3.4% |
| 1Y | +16.4% | -93.2% | +109.6% | +13.1% |
| All | +16.4% | -93.1% | +109.5% | +13.1% |
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