+480.1%
AAL vs BUD
+214.6%
+265.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.8% |
| 7D | +4.6% | +4.5% | +0.1% | +1.8% |
| 30D | +2.6% | +12.5% | -9.9% | -4.8% |
| 3M | -17.8% | 0.0% | -17.8% | -18.2% |
| 6M | +1.9% | +3.8% | -1.9% | -1.1% |
| YTD | -14.0% | +33.1% | -47.1% | -28.8% |
| 1Y | +0.2% | +35.5% | -35.3% | -18.1% |
| 3Y | +13.0% | +49.4% | -36.4% | -16.4% |
| 5Y | -39.6% | +48.0% | -87.6% | -55.3% |
| 10Y | -65.7% | -8.6% | -57.1% | -69.5% |
| All | +480.1% | +214.6% | +265.5% | +127.4% |
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