-5.7%
ASML vs AAL
+8.2%
-13.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -7.9% |
| 7D | -19.0% | +1.2% | -20.2% | -19.1% |
| 30D | -25.9% | -0.5% | -25.4% | -25.7% |
| 3M | -19.1% | -22.0% | +3.0% | -13.2% |
| 6M | -5.7% | +4.5% | -10.3% | -11.8% |
| All | -5.7% | +8.2% | -13.9% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling