-7.7%
AAL vs GME
+4.1%
-11.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -19.0% | -1.4% | -17.6% | -18.9% |
| 3M | -5.1% | -15.1% | +10.1% | -4.0% |
| 6M | +15.5% | -22.5% | +38.0% | +17.5% |
| YTD | -15.8% | -5.9% | -9.9% | -15.7% |
| 1Y | -0.3% | -18.6% | +18.3% | +0.8% |
| 3Y | -7.7% | +6.7% | -14.3% | -15.7% |
| All | -7.7% | +4.1% | -11.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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