+35.8%
ARM vs AAL
-1.1%
+36.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.0% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | -19.9% | +11.7% | -31.7% | -25.4% |
| 3M | -31.6% | -12.5% | -19.1% | -26.2% |
| 6M | -13.9% | +3.6% | -17.5% | -16.7% |
| YTD | +74.3% | -14.1% | +88.4% | +69.4% |
| 1Y | +35.8% | +0.8% | +35.0% | +28.3% |
| All | +35.8% | -1.1% | +36.9% | +28.3% |
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