-22.5%
AAL vs GME
+811.1%
-833.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +3.4% | +1.6% | +1.8% | +3.3% |
| 30D | +11.7% | -6.2% | +17.9% | +12.7% |
| 3M | -7.8% | +35.8% | -43.5% | -11.7% |
| 6M | +10.2% | +10.3% | 0.0% | +8.2% |
| YTD | -8.0% | +27.2% | -35.3% | -11.7% |
| 1Y | +8.5% | +19.1% | -10.6% | +5.0% |
| 3Y | +19.5% | +103.7% | -84.3% | -9.7% |
| 5Y | -33.9% | -50.0% | +16.1% | -43.3% |
| 10Y | -66.0% | +471.4% | -537.5% | -94.2% |
| All | -22.5% | +811.1% | -833.6% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling