+767.3%
AZN vs UAL
+235.7%
+531.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -1.1% | -3.0% | +2.0% | -0.8% |
| 30D | +13.8% | +10.5% | +3.4% | +12.8% |
| 3M | +17.3% | -13.5% | +30.8% | +18.5% |
| 6M | -1.7% | +14.2% | -16.0% | -3.2% |
| YTD | +1.4% | -2.2% | +3.6% | +0.7% |
| 1Y | +5.2% | +12.5% | -7.3% | +3.3% |
| 3Y | +52.6% | +186.8% | -134.2% | +35.6% |
| 5Y | +72.9% | +119.4% | -46.5% | +54.6% |
| 10Y | +333.0% | +81.4% | +251.6% | +272.1% |
| All | +767.3% | +235.7% | +531.6% | +511.3% |
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