+624.6%
AZN vs DAL
+365.4%
+259.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | 0.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +18.3% | +9.1% | +9.3% | +17.0% |
| 3M | +16.3% | -3.5% | +19.8% | +16.6% |
| 6M | -0.1% | +23.4% | -23.5% | -2.8% |
| YTD | +1.3% | +26.0% | -24.7% | -2.0% |
| 1Y | +6.2% | +44.6% | -38.4% | +1.1% |
| 3Y | +53.9% | +162.7% | -108.8% | +33.8% |
| 5Y | +72.8% | +113.0% | -40.2% | +51.7% |
| 10Y | +332.8% | +109.8% | +223.0% | +262.9% |
| All | +624.6% | +365.4% | +259.1% | +382.3% |
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