-65.1%
AAL vs ADM
+171.4%
-236.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -2.0% |
| 30D | -13.7% | +8.2% | -21.9% | -17.5% |
| 3M | -8.2% | +8.7% | -16.9% | -13.3% |
| 6M | +13.1% | +29.1% | -16.0% | -4.4% |
| YTD | -15.6% | +53.7% | -69.2% | -36.1% |
| 1Y | +1.4% | +43.2% | -41.8% | -20.7% |
| 3Y | -7.4% | +21.4% | -28.8% | -23.5% |
| 5Y | -35.9% | +67.1% | -103.0% | -63.0% |
| 10Y | -65.1% | +176.6% | -241.7% | -87.0% |
| All | -65.1% | +171.4% | -236.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling