-27.8%
AAL vs ABT
+753.9%
-781.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | -3.7% | -3.7% | -0.1% | -1.3% |
| 30D | -20.8% | +2.5% | -23.3% | -22.2% |
| 3M | -1.3% | +20.2% | -21.5% | -13.6% |
| 6M | +5.4% | -2.9% | +8.3% | +5.9% |
| YTD | -14.4% | -11.9% | -2.4% | -8.7% |
| 1Y | +2.1% | -16.5% | +18.6% | +12.5% |
| 3Y | -10.6% | +12.1% | -22.7% | -23.1% |
| 5Y | -32.2% | -7.4% | -24.8% | -34.1% |
| 10Y | -62.7% | +210.7% | -273.4% | -88.9% |
| All | -27.8% | +753.9% | -781.8% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling