+16.4%
AZN vs FTI
+57.1%
-40.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.1% | +2.6% |
| 7D | +11.5% | -9.7% | +21.2% | +10.9% |
| 30D | +20.8% | -8.2% | +28.9% | +20.2% |
| 3M | +21.5% | -7.8% | +29.3% | +20.4% |
| 6M | +3.0% | -13.4% | +16.5% | +2.2% |
| YTD | +3.9% | +45.1% | -41.2% | -3.6% |
| 1Y | +16.4% | +54.6% | -38.2% | +5.2% |
| All | +16.4% | +57.1% | -40.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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