-22.2%
AAL vs TECH
+528.5%
-550.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +8.3% | +0.2% | +8.0% | +8.1% |
| 30D | +11.0% | +0.5% | +10.5% | +10.7% |
| 3M | -11.2% | +0.9% | -12.0% | -11.5% |
| 6M | +6.1% | +51.0% | -45.0% | -15.7% |
| YTD | -7.6% | +24.4% | -32.0% | -21.1% |
| 1Y | +3.7% | +27.6% | -23.8% | -13.0% |
| 3Y | +20.5% | +29.9% | -9.4% | -7.1% |
| 5Y | -36.4% | -40.6% | +4.3% | -26.1% |
| 10Y | -65.4% | +196.7% | -262.2% | -89.8% |
| All | -22.2% | +528.5% | -550.7% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling