-0.1%
AZN vs ALK
+0.8%
-0.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.2% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +18.3% | +3.3% | +15.0% | +17.8% |
| 3M | +16.3% | -17.6% | +33.9% | +16.7% |
| 6M | -0.1% | +0.8% | -0.9% | -4.8% |
| All | -0.1% | +0.8% | -0.9% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling