+30.2%
AAL vs MARA
-78.7%
+108.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -3.7% | +6.0% | -9.7% | -4.0% |
| 30D | -20.8% | +0.6% | -21.4% | -20.9% |
| 3M | -1.3% | -18.5% | +17.2% | -0.8% |
| 6M | +5.4% | +21.7% | -16.4% | +4.1% |
| YTD | -14.4% | +25.9% | -40.3% | -15.8% |
| 1Y | +2.1% | -25.1% | +27.2% | +2.2% |
| 3Y | -10.6% | -5.7% | -4.8% | -13.1% |
| 5Y | -32.2% | -73.9% | +41.7% | -34.2% |
| 10Y | -62.7% | -75.6% | +12.9% | -66.8% |
| All | +30.2% | -78.7% | +108.8% | +19.8% |
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