-68.6%
AAL vs MARA
-81.0%
+12.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.8% |
| 7D | -0.1% | +10.1% | -10.2% | -0.8% |
| 30D | +11.7% | -15.1% | +26.8% | +12.7% |
| 3M | -12.5% | -24.1% | +11.6% | -11.4% |
| 6M | +3.6% | -45.2% | +48.8% | +7.0% |
| YTD | -14.1% | -22.2% | +8.1% | -14.2% |
| 1Y | +0.8% | -45.3% | +46.1% | +2.9% |
| 3Y | +11.8% | -23.9% | +35.7% | +7.9% |
| 5Y | -35.1% | -90.8% | +55.7% | -35.4% |
| All | -68.6% | -81.0% | +12.4% | -75.7% |
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