+2.1%
AAL vs RKT
-21.9%
+24.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.7% |
| 7D | -3.7% | +2.1% | -5.8% | -4.6% |
| 30D | -20.8% | +1.4% | -22.3% | -21.6% |
| 3M | -1.3% | +6.3% | -7.6% | -4.4% |
| 6M | +5.4% | -15.5% | +20.8% | +8.7% |
| YTD | -14.4% | -27.4% | +13.0% | -8.4% |
| 1Y | +2.1% | -26.6% | +28.7% | +6.4% |
| All | +2.1% | -21.9% | +24.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling