+45.2%
ASML vs AAL
+1.6%
+43.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -0.6% |
| 7D | +10.4% | +2.9% | +7.4% | +9.4% |
| 30D | -12.7% | +6.5% | -19.2% | -14.5% |
| 3M | -17.2% | -10.9% | -6.3% | -14.1% |
| 6M | -1.3% | +4.9% | -6.2% | -5.8% |
| YTD | +40.8% | -13.2% | +54.0% | +37.1% |
| 1Y | +45.2% | -1.1% | +46.3% | +36.3% |
| All | +45.2% | +1.6% | +43.6% | +36.3% |
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