-7.7%
AAL vs ABT
+11.7%
-19.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -19.0% | -2.1% | -16.9% | -18.6% |
| 3M | -5.1% | +17.4% | -22.5% | -8.5% |
| 6M | +15.5% | -2.4% | +17.9% | +16.5% |
| YTD | -15.8% | -14.2% | -1.6% | -12.8% |
| 1Y | -0.3% | -18.3% | +18.0% | +4.2% |
| 3Y | -7.7% | +11.5% | -19.2% | -6.0% |
| All | -7.7% | +11.7% | -19.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling