-44.0%
AAL vs MNDY
-47.4%
+3.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.7% | +2.4% |
| 7D | -3.7% | -9.6% | +5.8% | -2.0% |
| 30D | -20.8% | -0.4% | -20.4% | -21.1% |
| 3M | -1.3% | +4.3% | -5.6% | -2.8% |
| 6M | +5.4% | +19.8% | -14.4% | -0.4% |
| YTD | -14.4% | -38.3% | +23.9% | -8.5% |
| 1Y | +2.1% | -50.1% | +52.2% | +13.0% |
| 3Y | -10.6% | -48.4% | +37.9% | -6.7% |
| 5Y | -32.2% | -76.0% | +43.8% | -33.4% |
| All | -44.0% | -47.4% | +3.4% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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