-27.8%
AAL vs DHR
+1,875.2%
-1,903.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.3% |
| 7D | -3.7% | -3.9% | +0.2% | -1.3% |
| 30D | -20.8% | +4.0% | -24.8% | -23.1% |
| 3M | -1.3% | +11.5% | -12.8% | -9.8% |
| 6M | +5.4% | +1.9% | +3.5% | +1.8% |
| YTD | -14.4% | -8.9% | -5.4% | -11.3% |
| 1Y | +2.1% | +5.1% | -3.0% | -4.7% |
| 3Y | -10.6% | -10.3% | -0.3% | -10.5% |
| 5Y | -32.2% | -27.8% | -4.4% | -24.9% |
| 10Y | -62.7% | +203.6% | -266.3% | -87.3% |
| All | -27.8% | +1,875.2% | -1,903.0% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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