+30.6%
AAL vs MARA
-86.8%
+117.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.9% |
| 7D | -0.1% | +10.1% | -10.2% | -0.5% |
| 30D | +11.7% | -15.1% | +26.8% | +12.3% |
| 3M | -12.5% | -24.1% | +11.6% | -11.9% |
| 6M | +3.6% | -45.2% | +48.8% | +5.5% |
| YTD | -14.1% | -22.2% | +8.1% | -14.1% |
| 1Y | +0.8% | -45.3% | +46.1% | +2.0% |
| 3Y | +11.8% | -23.9% | +35.7% | +9.9% |
| 5Y | -35.1% | -90.8% | +55.7% | -35.2% |
| 10Y | -68.3% | -81.0% | +12.8% | -71.3% |
| All | +30.6% | -86.8% | +117.4% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling