+203.0%
AMAT vs AAL
-9.6%
+212.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.9% |
| 7D | -1.5% | -3.7% | +2.2% | -0.3% |
| 30D | -14.8% | -20.8% | +6.0% | -8.6% |
| 3M | -9.3% | -1.3% | -8.0% | -9.2% |
| 6M | +27.4% | +5.4% | +22.0% | +24.2% |
| YTD | +77.6% | -14.4% | +91.9% | +82.4% |
| 1Y | +188.9% | +2.1% | +186.8% | +180.8% |
| All | +203.0% | -9.6% | +212.7% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling