+2,653.6%
AMAT vs AAL
-33.6%
+2,687.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | -14.7% | +4.6% | -19.3% | -15.5% |
| 30D | -36.1% | +2.6% | -38.7% | -36.5% |
| 3M | -36.9% | -17.8% | -19.1% | -34.5% |
| 6M | -22.2% | +1.9% | -24.1% | -22.9% |
| YTD | +29.9% | -14.0% | +44.0% | +32.5% |
| 1Y | +43.3% | +0.2% | +43.0% | +41.5% |
| 3Y | +142.7% | +13.0% | +129.6% | +126.9% |
| 5Y | +126.2% | -39.6% | +165.8% | +134.7% |
| 10Y | +1,211.7% | -65.7% | +1,277.4% | +1,262.9% |
| All | +2,653.6% | -33.6% | +2,687.2% | +2,033.6% |
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