-27.8%
AAL vs ADP
+1,269.9%
-1,297.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +3.1% |
| 7D | -3.7% | -3.4% | -0.3% | -0.7% |
| 30D | -20.8% | +2.8% | -23.6% | -23.1% |
| 3M | -1.3% | +20.9% | -22.2% | -18.7% |
| 6M | +5.4% | +29.9% | -24.5% | -21.2% |
| YTD | -14.4% | +9.6% | -24.0% | -25.1% |
| 1Y | +2.1% | -5.3% | +7.4% | +1.8% |
| 3Y | -10.6% | +16.5% | -27.0% | -28.6% |
| 5Y | -32.2% | +49.4% | -81.6% | -58.9% |
| 10Y | -62.7% | +282.2% | -344.9% | -92.7% |
| All | -27.8% | +1,269.9% | -1,297.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling