-6.2%
AAL vs DAR
+13.3%
-19.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | -20.8% | +12.8% | -33.6% | -23.9% |
| 3M | -1.3% | +7.4% | -8.6% | -4.2% |
| 6M | +5.4% | +22.3% | -16.9% | -3.2% |
| YTD | -14.4% | +81.1% | -95.4% | -32.4% |
| 1Y | +2.1% | +106.5% | -104.4% | -24.3% |
| All | -6.2% | +13.3% | -19.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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