+523.2%
AAL vs BUD
+218.9%
+304.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.6% |
| 7D | +8.3% | +1.3% | +6.9% | +7.4% |
| 30D | +11.0% | +10.0% | +0.9% | +4.5% |
| 3M | -11.2% | +1.6% | -12.8% | -12.4% |
| 6M | +6.1% | +6.5% | -0.4% | +1.5% |
| YTD | -7.6% | +34.8% | -42.5% | -24.1% |
| 1Y | +3.7% | +36.5% | -32.7% | -15.6% |
| 3Y | +20.5% | +49.0% | -28.4% | -10.6% |
| 5Y | -36.4% | +51.7% | -88.1% | -53.6% |
| 10Y | -65.4% | -7.5% | -57.9% | -69.4% |
| All | +523.2% | +218.9% | +304.4% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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