-27.6%
AAL vs ADM
+400.0%
-427.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +4.6% | -9.0% | +13.6% | +9.9% |
| 30D | +2.6% | -14.0% | +16.5% | +10.8% |
| 3M | -17.8% | -9.2% | -8.6% | -14.5% |
| 6M | +1.9% | -9.2% | +11.0% | +4.5% |
| YTD | -14.0% | +24.2% | -38.2% | -27.3% |
| 1Y | +0.2% | +27.0% | -26.7% | -16.7% |
| 3Y | +13.0% | +6.6% | +6.4% | -2.2% |
| 5Y | -39.6% | +25.0% | -64.6% | -54.7% |
| 10Y | -65.7% | +100.2% | -165.9% | -80.6% |
| All | -27.6% | +400.0% | -427.6% | -79.5% |
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