-66.4%
AAL vs ADP
+317.3%
-383.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +3.4% | +0.9% | +2.5% | +2.7% |
| 30D | +11.7% | +11.9% | -0.2% | +3.4% |
| 3M | -7.8% | +13.7% | -21.5% | -15.9% |
| 6M | +10.2% | +46.8% | -36.5% | -17.2% |
| YTD | -8.0% | +21.8% | -29.8% | -21.9% |
| 1Y | +8.5% | +23.5% | -15.0% | -9.0% |
| 3Y | +19.5% | +44.1% | -24.6% | -11.9% |
| 5Y | -33.9% | +49.9% | -83.8% | -53.5% |
| All | -66.4% | +317.3% | -383.7% | -87.7% |
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