-22.5%
AAL vs ROST
+4,910.1%
-4,932.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | +10.1% | +3.2% | +6.9% | +7.7% |
| 30D | +10.6% | +7.4% | +3.1% | +4.7% |
| 3M | -5.9% | -6.1% | +0.1% | -1.8% |
| 6M | +5.7% | +6.2% | -0.5% | -0.4% |
| YTD | -8.0% | +33.4% | -41.4% | -27.2% |
| 1Y | +6.0% | +48.8% | -42.8% | -22.9% |
| 3Y | +19.6% | +99.5% | -80.0% | -32.2% |
| 5Y | -34.6% | +112.7% | -147.3% | -66.2% |
| 10Y | -65.5% | +316.4% | -381.9% | -90.7% |
| All | -22.5% | +4,910.1% | -4,932.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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