-29.0%
AAL vs AZN
+636.7%
-665.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.8% |
| 7D | -0.3% | -1.5% | +1.2% | +0.4% |
| 30D | -19.0% | -0.9% | -18.2% | -18.8% |
| 3M | -5.1% | -11.8% | +6.8% | +0.3% |
| 6M | +15.5% | -17.6% | +33.1% | +26.4% |
| YTD | -15.8% | -12.0% | -3.7% | -11.6% |
| 1Y | -0.3% | -0.9% | +0.6% | -2.6% |
| 3Y | -7.7% | +23.7% | -31.3% | -22.3% |
| 5Y | -32.5% | +54.5% | -87.1% | -51.3% |
| 10Y | -66.0% | +218.2% | -284.1% | -86.7% |
| All | -29.0% | +636.7% | -665.7% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling