-66.0%
AAL vs ARWR
+1,075.6%
-1,141.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -0.3% | +2.9% | -3.2% | -0.7% |
| 30D | -19.0% | -2.9% | -16.1% | -18.7% |
| 3M | -5.1% | +15.2% | -20.3% | -7.4% |
| 6M | +15.5% | +42.3% | -26.8% | +9.2% |
| YTD | -15.8% | +28.2% | -44.0% | -19.5% |
| 1Y | -0.3% | +213.2% | -213.6% | -16.5% |
| 3Y | -7.7% | +184.6% | -192.3% | -25.9% |
| 5Y | -32.5% | +29.2% | -61.8% | -42.8% |
| 10Y | -66.0% | +1,012.5% | -1,078.5% | -75.2% |
| All | -66.0% | +1,075.6% | -1,141.5% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling