-7.7%
AAL vs RKT
+40.6%
-48.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -0.3% | +6.0% | -6.3% | -2.0% |
| 30D | -19.0% | +0.7% | -19.7% | -19.3% |
| 3M | -5.1% | +11.8% | -16.9% | -8.0% |
| 6M | +15.5% | -7.6% | +23.1% | +16.8% |
| YTD | -15.8% | -28.7% | +12.9% | -10.3% |
| 1Y | -0.3% | -32.6% | +32.3% | +6.8% |
| 3Y | -7.7% | +42.1% | -49.8% | -24.3% |
| All | -7.7% | +40.6% | -48.2% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling