-1.5%
AAL vs RKT
-12.8%
+11.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -0.9% | -7.2% | +6.3% | +0.6% |
| 30D | -16.0% | -7.9% | -8.1% | -14.7% |
| 3M | -4.2% | +5.2% | -9.4% | -5.3% |
| 6M | +15.7% | -14.9% | +30.6% | +18.7% |
| YTD | -16.2% | -31.9% | +15.7% | -10.8% |
| 1Y | +0.2% | -36.9% | +37.1% | +7.6% |
| 3Y | -8.1% | +35.7% | -43.8% | -17.0% |
| 5Y | -32.2% | -9.7% | -22.5% | -39.2% |
| All | -1.5% | -12.8% | +11.3% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling