+2.1%
AAL vs ABT
-16.1%
+18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | -3.7% | -3.7% | -0.1% | -3.0% |
| 30D | -20.8% | +2.5% | -23.3% | -21.2% |
| 3M | -1.3% | +20.2% | -21.5% | -5.3% |
| 6M | +5.4% | -2.9% | +8.3% | +8.2% |
| YTD | -14.4% | -11.9% | -2.4% | -10.4% |
| 1Y | +2.1% | -16.5% | +18.6% | +8.1% |
| All | +2.1% | -16.1% | +18.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling