+653.2%
AZN vs UAL
+237.3%
+415.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.1% | -12.2% | +13.3% | +2.1% |
| 3M | -12.1% | -2.5% | -9.7% | -12.1% |
| 6M | -17.1% | +21.1% | -38.3% | -18.8% |
| YTD | -12.0% | -1.8% | -10.2% | -12.5% |
| 1Y | -0.2% | +0.4% | -0.6% | -1.2% |
| 3Y | +26.8% | +130.3% | -103.5% | +14.8% |
| 5Y | +56.9% | +147.7% | -90.8% | +39.0% |
| 10Y | +226.7% | +109.4% | +117.4% | +177.6% |
| All | +653.2% | +237.3% | +415.9% | +431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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