-1.1%
AAL vs ADP
+24.2%
-25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.6% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | +6.5% | +11.6% | -5.1% | +6.3% |
| 3M | -10.9% | +15.1% | -25.9% | -10.9% |
| 6M | +4.9% | +46.0% | -41.2% | +4.5% |
| YTD | -13.2% | +22.4% | -35.6% | -4.7% |
| 1Y | -1.1% | +24.5% | -25.6% | +5.4% |
| All | -1.1% | +24.2% | -25.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling