+5,402.3%
AZN vs ALK
+961.5%
+4,440.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +13.8% | +7.7% | +6.1% | +12.7% |
| 3M | +17.3% | -19.0% | +36.3% | +20.0% |
| 6M | -1.7% | -0.2% | -1.5% | -2.5% |
| YTD | +1.4% | -23.5% | +24.9% | +3.1% |
| 1Y | +5.2% | -9.1% | +14.3% | +4.6% |
| 3Y | +52.6% | +12.0% | +40.6% | +44.0% |
| 5Y | +72.9% | -30.9% | +103.7% | +71.0% |
| 10Y | +333.0% | -45.6% | +378.6% | +315.8% |
| All | +5,402.3% | +961.5% | +4,440.9% | +3,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling