+1,370.8%
AMAT vs AAL
-65.8%
+1,436.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.5% | +10.1% | -12.5% | -5.0% |
| 30D | -26.5% | +10.6% | -37.1% | -28.8% |
| 3M | -28.6% | -5.9% | -22.6% | -27.4% |
| 6M | -14.2% | +5.7% | -19.9% | -16.4% |
| YTD | +45.5% | -8.0% | +53.4% | +46.5% |
| 1Y | +59.3% | +6.0% | +53.3% | +53.6% |
| 3Y | +153.1% | +19.6% | +133.5% | +121.8% |
| 5Y | +158.2% | -34.6% | +192.7% | +160.7% |
| 10Y | +1,370.8% | -65.5% | +1,436.3% | +1,539.9% |
| All | +1,370.8% | -65.8% | +1,436.6% | +1,539.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling