-65.4%
AAL vs AMC
-98.6%
+33.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.3% | -0.8% | +6.7% |
| 7D | +8.3% | +6.6% | +1.7% | +7.7% |
| 30D | +11.0% | +14.1% | -3.1% | +9.8% |
| 3M | -11.2% | +31.3% | -42.4% | -13.4% |
| 6M | +6.1% | +126.7% | -120.6% | -2.8% |
| YTD | -7.6% | +117.9% | -125.6% | -15.4% |
| 1Y | +3.7% | +41.1% | -37.3% | -1.6% |
| 3Y | +20.5% | -61.0% | +81.5% | +21.3% |
| 5Y | -36.4% | -99.1% | +62.8% | -22.0% |
| 10Y | -65.4% | -98.7% | +33.2% | -66.8% |
| All | -65.4% | -98.6% | +33.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling