+3.3%
MSFT vs AAL
+6.0%
-2.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | +3.4% | -9.7% | -6.7% |
| 30D | -3.7% | +11.7% | -15.4% | -5.1% |
| 3M | +3.6% | -7.8% | +11.4% | +4.2% |
| 6M | +26.8% | +10.2% | +16.6% | +25.8% |
| YTD | +8.4% | -8.0% | +16.5% | +7.2% |
| 1Y | +3.3% | +8.5% | -5.3% | +0.3% |
| All | +3.3% | +6.0% | -2.7% | +0.3% |
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