-27.6%
AAL vs GRMN
+1,635.5%
-1,663.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.5% |
| 30D | +11.7% | +1.2% | +10.5% | +11.1% |
| 3M | -12.5% | -8.9% | -3.6% | -8.2% |
| 6M | +3.6% | +23.0% | -19.4% | -8.8% |
| YTD | -14.1% | +41.2% | -55.3% | -30.5% |
| 1Y | +0.8% | +47.5% | -46.7% | -20.4% |
| 3Y | +11.8% | +155.8% | -144.0% | -37.1% |
| 5Y | -35.1% | +120.2% | -155.3% | -60.5% |
| 10Y | -68.3% | +629.9% | -698.1% | -89.8% |
| All | -27.6% | +1,635.5% | -1,663.2% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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