-32.5%
AAL vs ABT
-9.5%
-23.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.7% |
| 7D | -0.3% | -3.1% | +2.8% | +0.9% |
| 30D | -19.0% | -2.1% | -16.9% | -18.4% |
| 3M | -5.1% | +17.4% | -22.5% | -11.5% |
| 6M | +15.5% | -2.4% | +17.9% | +16.5% |
| YTD | -15.8% | -14.2% | -1.6% | -10.4% |
| 1Y | -0.3% | -18.3% | +18.0% | +8.2% |
| 3Y | -7.7% | +11.5% | -19.2% | -16.7% |
| 5Y | -32.5% | -9.9% | -22.6% | -37.4% |
| All | -32.5% | -9.5% | -23.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling