-32.8%
AAL vs ADP
+49.8%
-82.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.4% |
| 7D | -3.7% | -3.4% | -0.3% | -1.9% |
| 30D | -20.8% | +2.8% | -23.6% | -22.1% |
| 3M | -1.3% | +20.9% | -22.2% | -12.2% |
| 6M | +5.4% | +29.9% | -24.5% | -11.5% |
| YTD | -14.4% | +9.6% | -24.0% | -19.1% |
| 1Y | +2.1% | -5.3% | +7.4% | +6.8% |
| 3Y | -10.6% | +16.5% | -27.0% | -20.5% |
| All | -32.8% | +49.8% | -82.5% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling