-22.5%
AAL vs NDAQ
+1,584.8%
-1,607.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.3% |
| 7D | +10.1% | +2.9% | +7.2% | +8.2% |
| 30D | +10.6% | +17.5% | -6.9% | -0.4% |
| 3M | -5.9% | +15.4% | -21.4% | -14.5% |
| 6M | +5.7% | +24.6% | -18.9% | -9.6% |
| YTD | -8.0% | +14.4% | -22.4% | -17.6% |
| 1Y | +6.0% | +26.9% | -20.9% | -11.5% |
| 3Y | +19.6% | +119.8% | -100.2% | -31.0% |
| 5Y | -34.6% | +70.5% | -105.1% | -56.1% |
| 10Y | -65.5% | +475.8% | -541.3% | -90.3% |
| All | -22.5% | +1,584.8% | -1,607.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling