+5,433.1%
AZN vs ALK
+1,031.8%
+4,401.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | +2.6% | -4.4% | -2.2% |
| 30D | +17.1% | +7.8% | +9.3% | +15.9% |
| 3M | +16.8% | -15.2% | +32.1% | +18.9% |
| 6M | +2.0% | +5.0% | -3.1% | +0.6% |
| YTD | +1.9% | -18.4% | +20.4% | +2.9% |
| 1Y | +5.2% | -2.4% | +7.6% | +3.8% |
| 3Y | +54.8% | +19.8% | +35.0% | +44.9% |
| 5Y | +62.4% | -27.8% | +90.2% | +60.0% |
| 10Y | +335.4% | -42.0% | +377.4% | +314.9% |
| All | +5,433.1% | +1,031.8% | +4,401.3% | +3,103.0% |
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