-64.8%
AAL vs AZN
+223.4%
-288.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.9% | -1.6% | +0.6% | -0.5% |
| 30D | -12.9% | +1.1% | -13.9% | -13.2% |
| 3M | -11.2% | -12.1% | +0.9% | -8.6% |
| 6M | +17.8% | -17.1% | +35.0% | +23.4% |
| YTD | -15.1% | -12.0% | -3.2% | -12.8% |
| 1Y | +0.5% | -0.2% | +0.7% | -0.5% |
| 3Y | -7.7% | +26.8% | -34.4% | -15.3% |
| 5Y | -31.3% | +56.9% | -88.2% | -40.6% |
| All | -64.8% | +223.4% | -288.2% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling