+0.7%
AAL vs RKT
-7.0%
+7.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.5% |
| 7D | -3.7% | +2.1% | -5.8% | -4.2% |
| 30D | -20.8% | +1.4% | -22.3% | -21.2% |
| 3M | -1.3% | +6.3% | -7.6% | -2.7% |
| 6M | +5.4% | -15.5% | +20.8% | +8.2% |
| YTD | -14.4% | -27.4% | +13.0% | -10.0% |
| 1Y | +2.1% | -26.6% | +28.7% | +6.5% |
| 3Y | -10.6% | +41.2% | -51.8% | -19.9% |
| 5Y | -32.2% | -6.4% | -25.8% | -39.9% |
| All | +0.7% | -7.0% | +7.7% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling