-27.6%
AAL vs DINO
+1,342.4%
-1,370.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +5.7% | -5.8% | -2.1% |
| 30D | +11.7% | -19.6% | +31.3% | +20.0% |
| 3M | -12.5% | +11.8% | -24.3% | -17.5% |
| 6M | +3.6% | +49.0% | -45.3% | -13.7% |
| YTD | -14.1% | +128.1% | -142.2% | -40.6% |
| 1Y | +0.8% | +96.3% | -95.5% | -26.4% |
| 3Y | +11.8% | +113.8% | -102.0% | -23.1% |
| 5Y | -35.1% | +252.7% | -287.8% | -65.3% |
| 10Y | -68.3% | +451.4% | -519.7% | -86.9% |
| All | -27.6% | +1,342.4% | -1,370.0% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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