-65.2%
AAL vs MARA
-75.5%
+10.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -0.9% | -1.5% | +0.5% | -0.8% |
| 30D | -16.0% | +18.1% | -34.0% | -17.2% |
| 3M | -4.2% | -9.4% | +5.2% | -4.1% |
| 6M | +15.7% | +33.4% | -17.7% | +12.4% |
| YTD | -16.2% | +27.3% | -43.5% | -18.8% |
| 1Y | +0.2% | -27.9% | +28.2% | +0.6% |
| 3Y | -8.1% | +4.8% | -12.8% | -13.5% |
| 5Y | -32.2% | -68.0% | +35.8% | -36.5% |
| All | -65.2% | -75.5% | +10.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling