+641.7%
AMZN vs AAL
-68.3%
+710.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +5.0% | +11.7% | -6.8% | +2.8% |
| 3M | +0.6% | -12.5% | +13.1% | +2.6% |
| 6M | -1.3% | +3.6% | -4.9% | -2.6% |
| YTD | +15.5% | -14.1% | +29.6% | +16.8% |
| 1Y | +12.2% | +0.8% | +11.5% | +10.3% |
| 3Y | +87.0% | +11.8% | +75.2% | +75.2% |
| 5Y | +51.3% | -35.1% | +86.4% | +49.8% |
| All | +641.7% | -68.3% | +710.0% | +745.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling