-22.5%
AAL vs ABT
+776.1%
-798.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +10.1% | +1.0% | +9.1% | +9.4% |
| 30D | +10.6% | +11.6% | -1.0% | +2.7% |
| 3M | -5.9% | +2.3% | -8.3% | -7.7% |
| 6M | +5.7% | +32.7% | -27.1% | -14.1% |
| YTD | -8.0% | -9.6% | +1.7% | -3.8% |
| 1Y | +6.0% | -10.1% | +16.1% | +11.0% |
| 3Y | +19.6% | +25.2% | -5.6% | -4.8% |
| 5Y | -34.6% | -4.5% | -30.0% | -37.4% |
| 10Y | -65.5% | +228.3% | -293.8% | -90.1% |
| All | -22.5% | +776.1% | -798.5% | -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