-6.2%
AAL vs TECH
-2.1%
-4.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +0.7% | -21.5% | -21.0% |
| 3M | -1.3% | +36.3% | -37.6% | -12.2% |
| 6M | +5.4% | +25.6% | -20.2% | -5.1% |
| YTD | -14.4% | +23.7% | -38.0% | -22.7% |
| 1Y | +2.1% | +37.6% | -35.5% | -12.9% |
| All | -6.2% | -2.1% | -4.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 3y: compounded portfolio wealth divided by compounded TECH 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…
3y analysis · Full analysis span regression · 6 months rolling