+1,017.3%
WMT vs AAL
-34.9%
+1,052.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -5.0% | -19.0% | +14.1% | -3.7% |
| 3M | -11.3% | -5.1% | -6.2% | -11.2% |
| 6M | -13.8% | +15.5% | -29.3% | -15.0% |
| YTD | -4.2% | -15.8% | +11.6% | -3.7% |
| 1Y | +4.6% | -0.3% | +4.9% | +3.7% |
| 3Y | +100.5% | -7.7% | +108.1% | +97.0% |
| 5Y | +129.7% | -32.5% | +162.2% | +127.0% |
| 10Y | +423.4% | -66.0% | +489.4% | +417.6% |
| All | +1,017.3% | -34.9% | +1,052.3% | +754.2% |
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