+4,753.5%
AZN vs ALK
+1,059.7%
+3,693.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.7% | -19.2% | +20.0% | +3.2% |
| 3M | -10.5% | -1.5% | -9.0% | -10.8% |
| 6M | -19.3% | -13.1% | -6.2% | -18.7% |
| YTD | -10.6% | -16.4% | +5.8% | -9.8% |
| 1Y | +0.5% | -33.1% | +33.6% | +3.8% |
| 3Y | +25.9% | +0.6% | +25.2% | +20.6% |
| 5Y | +52.4% | -26.4% | +78.8% | +49.7% |
| 10Y | +220.8% | -34.2% | +255.0% | +201.1% |
| All | +4,753.5% | +1,059.7% | +3,693.8% | +2,706.7% |
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 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