+0.8%
AAL vs ROK
+4.7%
-3.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -0.1% | +7.1% | -7.2% | -3.9% |
| 30D | +11.7% | -5.0% | +16.7% | +13.7% |
| 3M | -12.5% | -9.4% | -3.2% | -8.4% |
| 6M | +3.6% | -11.0% | +14.6% | +8.1% |
| YTD | -14.1% | +4.4% | -18.5% | -20.9% |
| 1Y | +0.8% | +7.4% | -6.6% | -9.5% |
| All | +0.8% | +4.7% | -3.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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