-65.4%
AAL vs ADP
+327.9%
-393.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.7% |
| 7D | +8.3% | +1.1% | +7.2% | +7.5% |
| 30D | +11.0% | +11.5% | -0.5% | +3.0% |
| 3M | -11.2% | +12.0% | -23.2% | -18.2% |
| 6M | +6.1% | +43.8% | -37.7% | -19.2% |
| YTD | -7.6% | +20.1% | -27.7% | -20.9% |
| 1Y | +3.7% | +22.3% | -18.6% | -12.5% |
| 3Y | +20.5% | +43.3% | -22.8% | -10.9% |
| 5Y | -36.4% | +47.3% | -83.7% | -54.7% |
| 10Y | -65.4% | +313.7% | -379.2% | -87.1% |
| All | -65.4% | +327.9% | -393.3% | -87.1% |
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