-26.8%
AAL vs INCY
+1,542.4%
-1,569.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +2.9% | +3.1% | -0.2% | +1.9% |
| 30D | +6.5% | +12.0% | -5.6% | +2.4% |
| 3M | -10.9% | +0.8% | -11.6% | -11.3% |
| 6M | +4.9% | +22.8% | -17.9% | -3.2% |
| YTD | -13.2% | +23.2% | -36.4% | -20.2% |
| 1Y | -1.1% | +12.4% | -13.5% | -6.3% |
| 3Y | +12.8% | +132.1% | -119.3% | -18.7% |
| 5Y | -34.4% | +85.5% | -119.9% | -49.3% |
| 10Y | -67.9% | +16.4% | -84.4% | -74.6% |
| All | -26.8% | +1,542.4% | -1,569.2% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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