-40.8%
AAL vs ADM
+24.5%
-65.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +4.6% | -9.0% | +13.6% | +6.5% |
| 30D | +2.6% | -14.0% | +16.5% | +5.4% |
| 3M | -17.8% | -9.2% | -8.6% | -16.6% |
| 6M | +1.9% | -9.2% | +11.0% | +2.6% |
| YTD | -14.0% | +24.2% | -38.2% | -21.1% |
| 1Y | +0.2% | +27.0% | -26.7% | -8.8% |
| 3Y | +13.0% | +6.6% | +6.4% | +5.3% |
| All | -40.8% | +24.5% | -65.2% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling