-7.7%
AAL vs NDAQ
+91.7%
-99.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.6% |
| 7D | -0.3% | -2.6% | +2.3% | +1.0% |
| 30D | -19.0% | +0.5% | -19.5% | -19.4% |
| 3M | -5.1% | +9.9% | -15.0% | -10.5% |
| 6M | +15.5% | +8.2% | +7.3% | +9.2% |
| YTD | -15.8% | -1.5% | -14.3% | -16.0% |
| 1Y | -0.3% | +1.3% | -1.6% | -2.9% |
| 3Y | -7.7% | +92.6% | -100.2% | -39.7% |
| All | -7.7% | +91.7% | -99.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling