+53.6%
AZN vs ALK
-28.1%
+81.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -2.9% | -3.0% | +0.1% | -2.6% |
| 30D | -3.1% | -14.6% | +11.5% | -1.8% |
| 3M | -14.4% | -10.6% | -3.9% | -14.0% |
| 6M | -19.5% | -6.7% | -12.8% | -19.7% |
| YTD | -13.8% | -19.8% | +6.0% | -13.0% |
| 1Y | -2.4% | -35.2% | +32.8% | +0.3% |
| 3Y | +21.3% | +1.4% | +19.9% | +15.0% |
| 5Y | +53.6% | -30.7% | +84.3% | +48.7% |
| All | +53.6% | -28.1% | +81.7% | +48.7% |
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 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