+3,663.2%
AMAT vs AAL
-33.8%
+3,697.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | -1.5% | -3.7% | +2.2% | -0.7% |
| 30D | -14.8% | -20.8% | +6.0% | -10.7% |
| 3M | -9.3% | -1.3% | -8.0% | -9.3% |
| 6M | +27.4% | +5.4% | +22.0% | +25.5% |
| YTD | +77.6% | -14.4% | +91.9% | +81.5% |
| 1Y | +188.9% | +2.1% | +186.8% | +184.6% |
| 3Y | +202.3% | -10.6% | +212.8% | +195.7% |
| 5Y | +248.9% | -32.2% | +281.1% | +254.6% |
| 10Y | +1,585.2% | -62.7% | +1,647.9% | +1,629.5% |
| All | +3,663.2% | -33.8% | +3,697.0% | +2,823.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling