-28.5%
AAL vs NYT
+184.9%
-213.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -12.9% | +4.6% | -17.4% | -14.6% |
| 3M | -11.2% | -9.6% | -1.6% | -8.2% |
| 6M | +17.8% | -14.0% | +31.8% | +24.1% |
| YTD | -15.1% | -2.8% | -12.3% | -15.6% |
| 1Y | +0.5% | +15.6% | -15.1% | -7.9% |
| 3Y | -7.7% | +56.3% | -64.0% | -27.3% |
| 5Y | -31.3% | +39.5% | -70.9% | -45.0% |
| 10Y | -64.9% | +488.0% | -553.0% | -86.3% |
| All | -28.5% | +184.9% | -213.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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