-22.2%
AAL vs ABT
+776.5%
-798.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.1% |
| 7D | +8.3% | +0.3% | +7.9% | +8.1% |
| 30D | +11.0% | +11.6% | -0.7% | +3.1% |
| 3M | -11.2% | +3.1% | -14.3% | -13.3% |
| 6M | +6.1% | +32.8% | -26.7% | -13.8% |
| YTD | -7.6% | -9.6% | +2.0% | -3.5% |
| 1Y | +3.7% | -10.4% | +14.1% | +8.9% |
| 3Y | +20.5% | +25.8% | -5.3% | -4.4% |
| 5Y | -36.4% | -3.4% | -32.9% | -39.7% |
| 10Y | -65.4% | +232.9% | -298.3% | -90.2% |
| All | -22.2% | +776.5% | -798.7% | -89.9% |
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