-65.4%
AAL vs ADM
+100.2%
-165.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +8.3% | -7.8% | +16.1% | +12.8% |
| 30D | +11.0% | -12.6% | +23.6% | +18.5% |
| 3M | -11.2% | -8.2% | -2.9% | -8.4% |
| 6M | +6.1% | -8.9% | +15.0% | +8.3% |
| YTD | -7.6% | +24.0% | -31.6% | -22.7% |
| 1Y | +3.7% | +26.2% | -22.4% | -14.5% |
| 3Y | +20.5% | +7.0% | +13.5% | +3.5% |
| 5Y | -36.4% | +24.9% | -61.2% | -56.5% |
| 10Y | -65.4% | +102.6% | -168.1% | -85.7% |
| All | -65.4% | +100.2% | -165.7% | -85.7% |
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