+3,014.2%
MSFT vs AAL
-28.6%
+3,042.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +1.9% |
| 7D | +7.5% | +8.3% | -0.8% | +6.5% |
| 30D | +1.9% | +11.0% | -9.1% | +0.6% |
| 3M | +9.2% | -11.2% | +20.4% | +10.6% |
| 6M | +31.9% | +6.1% | +25.8% | +30.3% |
| YTD | +13.4% | -7.6% | +21.1% | +13.4% |
| 1Y | +10.6% | +3.7% | +6.9% | +8.9% |
| 3Y | +54.7% | +20.5% | +34.2% | +46.0% |
| 5Y | +69.1% | -36.4% | +105.5% | +68.8% |
| 10Y | +920.4% | -65.4% | +985.8% | +910.8% |
| All | +3,014.2% | -28.6% | +3,042.8% | +2,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling