+1,321.9%
AMAT vs AAL
-68.3%
+1,390.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.4% |
| 7D | +11.4% | -0.1% | +11.4% | +11.5% |
| 30D | -17.0% | +11.7% | -28.8% | -19.8% |
| 3M | -30.6% | -12.5% | -18.1% | -27.9% |
| 6M | -14.9% | +3.6% | -18.6% | -16.5% |
| YTD | +44.7% | -14.1% | +58.8% | +48.8% |
| 1Y | +66.9% | +0.8% | +66.1% | +63.4% |
| 3Y | +153.3% | +11.8% | +141.5% | +126.5% |
| 5Y | +146.2% | -35.1% | +181.3% | +150.2% |
| All | +1,321.9% | -68.3% | +1,390.2% | +1,549.9% |
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