-0.3%
AAL vs ADP
-7.1%
+6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.7% |
| 7D | -0.3% | -5.5% | +5.2% | -0.4% |
| 30D | -19.0% | -1.2% | -17.8% | -19.0% |
| 3M | -5.1% | +17.9% | -22.9% | -5.1% |
| 6M | +15.5% | +20.3% | -4.9% | +18.2% |
| YTD | -15.8% | +5.8% | -21.6% | -11.3% |
| 1Y | -0.3% | -7.7% | +7.4% | +6.4% |
| All | -0.3% | -7.1% | +6.8% | +6.4% |
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