+7.7%
AAL vs AZN
+18.4%
-10.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.8% |
| 7D | +8.3% | +11.5% | -3.2% | +6.2% |
| 30D | +6.2% | +20.8% | -14.5% | +2.8% |
| 3M | -17.7% | +21.5% | -39.1% | -20.3% |
| 6M | +15.4% | +3.0% | +12.4% | +14.9% |
| YTD | -11.1% | +3.9% | -15.0% | -9.3% |
| 1Y | +7.7% | +16.4% | -8.7% | +15.1% |
| All | +7.7% | +18.4% | -10.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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