+51.2%
MSFT vs AAL
-7.8%
+59.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -1.0% | -19.0% | +18.0% | +1.6% |
| 3M | +20.2% | -5.1% | +25.3% | +20.7% |
| 6M | +21.3% | +15.5% | +5.8% | +18.4% |
| YTD | +2.8% | -15.8% | +18.6% | +4.2% |
| 1Y | 0.0% | -0.3% | +0.3% | -1.4% |
| 3Y | +51.2% | -7.7% | +58.9% | +42.9% |
| All | +51.2% | -7.8% | +59.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling