+539.4%
AZN vs DAL
+329.9%
+209.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.7% | -13.9% | +14.7% | +2.4% |
| 3M | -10.5% | +1.1% | -11.6% | -10.8% |
| 6M | -19.3% | +26.2% | -45.5% | -21.7% |
| YTD | -10.6% | +16.4% | -27.0% | -12.7% |
| 1Y | +0.5% | +33.9% | -33.3% | -3.6% |
| 3Y | +25.9% | +93.4% | -67.5% | +13.5% |
| 5Y | +52.4% | +106.4% | -53.9% | +34.2% |
| 10Y | +220.8% | +143.0% | +77.9% | +164.2% |
| All | +539.4% | +329.9% | +209.5% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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