+73.7%
AMAT vs AAL
+6.0%
+67.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.1% |
| 7D | +7.0% | +3.4% | +3.5% | +5.9% |
| 30D | -20.6% | +11.7% | -32.3% | -23.6% |
| 3M | -24.8% | -7.8% | -17.0% | -22.6% |
| 6M | -10.7% | +10.2% | -21.0% | -14.3% |
| YTD | +54.3% | -8.0% | +62.3% | +51.4% |
| 1Y | +73.7% | +8.5% | +65.2% | +58.2% |
| All | +73.7% | +6.0% | +67.7% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling