-65.4%
AAL vs ADP
+282.8%
-348.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.6% |
| 7D | -3.7% | -3.4% | -0.3% | -1.5% |
| 30D | -20.8% | +2.8% | -23.6% | -22.5% |
| 3M | -1.3% | +20.9% | -22.2% | -14.4% |
| 6M | +5.4% | +29.9% | -24.5% | -14.8% |
| YTD | -14.4% | +9.6% | -24.0% | -21.7% |
| 1Y | +2.1% | -5.3% | +7.4% | +3.5% |
| 3Y | -10.6% | +16.5% | -27.0% | -23.3% |
| 5Y | -32.2% | +49.4% | -81.6% | -52.5% |
| All | -65.4% | +282.8% | -348.2% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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