+2.1%
AAL vs REGN
+46.5%
-44.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -3.7% | +4.2% | -8.0% | -4.5% |
| 30D | -20.8% | +7.8% | -28.6% | -22.0% |
| 3M | -1.3% | +31.8% | -33.1% | -6.8% |
| 6M | +5.4% | +5.4% | 0.0% | +2.2% |
| YTD | -14.4% | +7.7% | -22.0% | -16.9% |
| 1Y | +2.1% | +46.7% | -44.6% | +0.6% |
| All | +2.1% | +46.5% | -44.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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