+44.9%
AMZN vs AAL
-32.3%
+77.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -9.2% | -13.7% | +4.5% | -5.3% |
| 3M | +3.4% | -8.2% | +11.5% | +5.0% |
| 6M | +18.2% | +13.1% | +5.1% | +12.1% |
| YTD | +9.3% | -15.6% | +24.9% | +12.2% |
| 1Y | +5.9% | +1.4% | +4.5% | +1.8% |
| 3Y | +82.6% | -7.4% | +90.0% | +67.3% |
| 5Y | +44.9% | -35.9% | +80.8% | +40.0% |
| All | +44.9% | -32.3% | +77.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling