-27.8%
AAL vs ROST
+4,727.6%
-4,755.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.6% |
| 7D | -3.7% | +0.9% | -4.7% | -4.4% |
| 30D | -20.8% | -8.9% | -11.9% | -15.2% |
| 3M | -1.3% | -0.8% | -0.5% | -1.3% |
| 6M | +5.4% | +8.5% | -3.1% | -1.8% |
| YTD | -14.4% | +28.6% | -42.9% | -30.2% |
| 1Y | +2.1% | +52.3% | -50.2% | -27.3% |
| 3Y | -10.6% | +94.8% | -105.4% | -48.3% |
| 5Y | -32.2% | +110.8% | -143.0% | -64.8% |
| 10Y | -62.7% | +304.5% | -367.2% | -89.7% |
| All | -27.8% | +4,727.6% | -4,755.4% | -98.0% |
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