-32.6%
AAL vs RTX
+162.7%
-195.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.9% | -1.5% | +0.6% | -0.3% |
| 30D | -12.9% | -11.0% | -1.9% | -8.7% |
| 3M | -11.2% | +7.7% | -18.9% | -14.6% |
| 6M | +17.8% | -3.9% | +21.8% | +19.1% |
| YTD | -15.1% | +9.0% | -24.1% | -19.4% |
| 1Y | +0.5% | +27.3% | -26.8% | -11.8% |
| 3Y | -7.7% | +172.9% | -180.6% | -48.1% |
| All | -32.6% | +162.7% | -195.3% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 5y: compounded portfolio wealth divided by compounded RTX 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…
5y analysis · Full analysis span regression · 6 months rolling