+216.5%
AZN vs ALK
-35.7%
+252.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +1.1% | -13.1% | +14.2% | +2.3% |
| 3M | -12.1% | -11.8% | -0.3% | -11.4% |
| 6M | -17.1% | -0.4% | -16.8% | -17.7% |
| YTD | -12.0% | -18.2% | +6.2% | -11.3% |
| 1Y | -0.2% | -35.5% | +35.3% | +2.6% |
| 3Y | +26.8% | +1.8% | +25.0% | +22.1% |
| 5Y | +56.9% | -26.6% | +83.5% | +54.3% |
| All | +216.5% | -35.7% | +252.2% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling