-27.6%
AAL vs ADP
+1,406.4%
-1,434.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +3.0% |
| 7D | +4.6% | +3.2% | +1.4% | +1.7% |
| 30D | +2.6% | +14.9% | -12.3% | -9.9% |
| 3M | -17.8% | +11.6% | -29.4% | -26.4% |
| 6M | +1.9% | +48.5% | -46.6% | -31.7% |
| YTD | -14.0% | +20.6% | -34.6% | -31.5% |
| 1Y | +0.2% | +23.7% | -23.5% | -22.2% |
| 3Y | +13.0% | +47.8% | -34.8% | -27.8% |
| 5Y | -39.6% | +47.7% | -87.3% | -62.6% |
| 10Y | -65.7% | +324.0% | -389.6% | -93.9% |
| All | -27.6% | +1,406.4% | -1,434.0% | -96.9% |
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