-0.9%
MSFT vs AAL
+1.4%
-2.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -2.7% | -13.7% | +11.1% | -1.5% |
| 3M | +22.1% | -8.2% | +30.3% | +23.2% |
| 6M | +20.6% | +13.1% | +7.5% | +20.0% |
| YTD | +2.3% | -15.6% | +17.9% | +2.2% |
| All | -0.9% | +1.4% | -2.3% | -0.9% |
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