+6.4%
AAL vs ADM
+26.0%
-19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +8.3% | -7.8% | +16.1% | +5.4% |
| 30D | +11.0% | -12.6% | +23.6% | +6.1% |
| 3M | -11.2% | -8.2% | -2.9% | -12.9% |
| 6M | +6.1% | -8.9% | +15.0% | +4.0% |
| YTD | -7.6% | +24.0% | -31.6% | -2.1% |
| All | +6.4% | +26.0% | -19.6% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling