+0.5%
AAL vs REGN
+41.3%
-40.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.9% | -5.6% | +4.7% | +0.1% |
| 30D | -12.9% | -2.0% | -10.9% | -12.6% |
| 3M | -11.2% | +28.0% | -39.1% | -15.6% |
| 6M | +17.8% | +1.2% | +16.7% | +15.5% |
| YTD | -15.1% | +1.6% | -16.8% | -16.8% |
| 1Y | +0.5% | +38.2% | -37.8% | +1.6% |
| All | +0.5% | +41.3% | -40.9% | +1.6% |
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