+32.3%
UBER vs AAL
+13.8%
+18.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.1% |
| 30D | -3.1% | +6.5% | -9.6% | -4.4% |
| 3M | -8.3% | -10.9% | +2.6% | -6.4% |
| 6M | -9.5% | +4.9% | -14.4% | -11.1% |
| YTD | -15.4% | -13.2% | -2.2% | -14.5% |
| 1Y | -26.1% | -1.1% | -25.0% | -27.5% |
| All | +32.3% | +13.8% | +18.6% | +12.6% |
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