-65.4%
AAL vs ARWR
+921.6%
-987.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -15.3% | +22.8% | +9.6% |
| 7D | +8.3% | -17.3% | +25.6% | +10.8% |
| 30D | +11.0% | -21.5% | +32.5% | +14.4% |
| 3M | -11.2% | -43.8% | +32.7% | -4.2% |
| 6M | +6.1% | -32.3% | +38.3% | +10.8% |
| YTD | -7.6% | -25.8% | +18.2% | -5.2% |
| 1Y | +3.7% | +25.5% | -21.8% | -1.9% |
| 3Y | +20.5% | +84.1% | -63.6% | +2.1% |
| 5Y | -36.4% | -39.2% | +2.8% | -41.1% |
| 10Y | -65.4% | +1,072.4% | -1,137.8% | -74.6% |
| All | -65.4% | +921.6% | -987.0% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling