-68.3%
AAL vs ADM
+127.5%
-195.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | +6.5% | -14.7% | +21.2% | +15.4% |
| 3M | -10.9% | -10.4% | -0.4% | -6.5% |
| 6M | +4.9% | -10.9% | +15.8% | +8.7% |
| YTD | -13.2% | +26.0% | -39.2% | -28.1% |
| 1Y | -1.1% | +26.5% | -27.6% | -18.7% |
| 3Y | +12.8% | +8.2% | +4.6% | -3.9% |
| 5Y | -34.4% | +24.0% | -58.4% | -54.9% |
| All | -68.3% | +127.5% | -195.8% | -87.4% |
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