-28.5%
AAL vs REGN
+9,115.7%
-9,144.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -0.9% | -5.6% | +4.7% | +1.0% |
| 30D | -12.9% | -2.0% | -10.9% | -12.4% |
| 3M | -11.2% | +28.0% | -39.1% | -18.6% |
| 6M | +17.8% | +1.2% | +16.7% | +16.7% |
| YTD | -15.1% | +1.6% | -16.8% | -16.3% |
| 1Y | +0.5% | +38.2% | -37.8% | -11.7% |
| 3Y | -7.7% | -5.4% | -2.3% | -9.6% |
| 5Y | -31.3% | +21.3% | -52.6% | -40.1% |
| 10Y | -64.9% | +105.2% | -170.1% | -78.2% |
| All | -28.5% | +9,115.7% | -9,144.2% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling