+2,542.1%
AMAT vs AAL
-34.8%
+2,577.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.1% | -8.4% | -12.5% |
| 7D | -24.3% | +1.2% | -25.5% | -24.5% |
| 30D | -39.8% | -0.5% | -39.3% | -39.8% |
| 3M | -40.2% | -22.0% | -18.2% | -37.2% |
| 6M | -22.1% | +4.5% | -26.6% | -23.2% |
| YTD | +24.7% | -15.7% | +40.3% | +27.6% |
| 1Y | +33.3% | -3.7% | +36.9% | +32.7% |
| 3Y | +133.9% | +7.9% | +125.9% | +120.6% |
| 5Y | +117.1% | -40.7% | +157.8% | +126.1% |
| 10Y | +1,158.7% | -66.3% | +1,225.0% | +1,212.7% |
| All | +2,542.1% | -34.8% | +2,577.0% | +1,955.0% |
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