+1.4%
AAL vs ABT
-18.6%
+20.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | -4.7% | +3.4% | -0.3% |
| 30D | -13.7% | -3.1% | -10.6% | -13.2% |
| 3M | -8.2% | +16.1% | -24.3% | -11.2% |
| 6M | +13.1% | -5.3% | +18.4% | +16.8% |
| YTD | -15.6% | -14.4% | -1.1% | -11.3% |
| 1Y | +1.4% | -18.4% | +19.8% | +7.6% |
| All | +1.4% | -18.6% | +20.0% | +7.6% |
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