+62.4%
AZN vs ALK
-28.7%
+91.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.9% | +2.6% | -4.4% | -2.1% |
| 30D | +17.1% | +7.8% | +9.3% | +16.1% |
| 3M | +16.8% | -15.2% | +32.1% | +18.4% |
| 6M | +2.0% | +5.0% | -3.1% | +0.6% |
| YTD | +1.9% | -18.4% | +20.4% | +2.5% |
| 1Y | +5.2% | -2.4% | +7.6% | +3.7% |
| 3Y | +54.8% | +19.8% | +35.0% | +41.5% |
| 5Y | +62.4% | -27.8% | +90.2% | +59.5% |
| All | +62.4% | -28.7% | +91.1% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling