-32.8%
AAL vs ARWR
+28.5%
-61.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | -20.8% | -0.7% | -20.2% | -20.7% |
| 3M | -1.3% | +14.9% | -16.2% | -5.1% |
| 6M | +5.4% | +32.6% | -27.2% | -2.5% |
| YTD | -14.4% | +30.0% | -44.4% | -20.8% |
| 1Y | +2.1% | +208.4% | -206.3% | -24.3% |
| 3Y | -10.6% | +208.8% | -219.4% | -41.1% |
| All | -32.8% | +28.5% | -61.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling