-8.2%
AAL vs ARWR
+211.2%
-219.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.7% | +1.7% | -5.4% | -4.0% |
| 30D | -20.8% | -0.7% | -20.2% | -20.8% |
| 3M | -1.3% | +14.9% | -16.2% | -4.5% |
| 6M | +5.4% | +32.6% | -27.2% | -1.2% |
| YTD | -14.4% | +30.0% | -44.4% | -19.8% |
| 1Y | +2.1% | +208.4% | -206.3% | -20.3% |
| All | -8.2% | +211.2% | -219.4% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling