+19.3%
ARM vs AAL
+4.4%
+15.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.3% | -11.6% | -8.7% |
| 7D | -18.7% | +8.3% | -27.0% | -22.6% |
| 30D | -36.7% | +6.2% | -42.9% | -39.1% |
| 3M | -31.6% | -17.7% | -13.9% | -24.4% |
| 6M | -5.6% | +15.4% | -21.0% | -13.4% |
| YTD | +75.5% | -11.1% | +86.6% | +67.0% |
| 1Y | +19.3% | +7.7% | +11.6% | +10.7% |
| All | +19.3% | +4.4% | +15.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling