-29.0%
AAL vs TDY
+1,770.4%
-1,799.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | -0.3% | -0.9% | +0.6% | +0.4% |
| 30D | -19.0% | -12.5% | -6.5% | -10.4% |
| 3M | -5.1% | -1.2% | -3.9% | -4.2% |
| 6M | +15.5% | -6.6% | +22.0% | +20.9% |
| YTD | -15.8% | +18.5% | -34.3% | -27.4% |
| 1Y | -0.3% | +10.8% | -11.1% | -9.9% |
| 3Y | -7.7% | +47.5% | -55.2% | -33.7% |
| 5Y | -32.5% | +35.8% | -68.3% | -48.8% |
| 10Y | -66.0% | +459.0% | -524.9% | -91.6% |
| All | -29.0% | +1,770.4% | -1,799.5% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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