+216.5%
AZN vs FTI
+305.3%
-88.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -1.3% |
| 30D | +1.1% | +1.5% | -0.4% | +0.9% |
| 3M | -12.1% | +8.2% | -20.3% | -12.7% |
| 6M | -17.1% | +18.8% | -36.0% | -18.3% |
| YTD | -12.0% | +71.7% | -83.7% | -15.3% |
| 1Y | -0.2% | +90.0% | -90.3% | -4.7% |
| 3Y | +26.8% | +270.5% | -243.7% | +14.9% |
| 5Y | +56.9% | +1,084.5% | -1,027.6% | +29.3% |
| All | +216.5% | +305.3% | -88.7% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling