-27.8%
AAL vs ADM
+504.7%
-532.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.7% | +3.8% | -7.5% | -5.8% |
| 30D | -20.8% | +9.8% | -30.6% | -25.2% |
| 3M | -1.3% | +2.1% | -3.4% | -3.9% |
| 6M | +5.4% | +27.5% | -22.1% | -10.5% |
| YTD | -14.4% | +50.2% | -64.6% | -34.2% |
| 1Y | +2.1% | +40.6% | -38.5% | -19.3% |
| 3Y | -10.6% | +17.2% | -27.8% | -25.7% |
| 5Y | -32.2% | +61.9% | -94.1% | -55.9% |
| 10Y | -62.7% | +159.3% | -222.0% | -81.6% |
| All | -27.8% | +504.7% | -532.5% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling