-65.5%
AAL vs AMC
-98.7%
+33.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.5% |
| 7D | +10.1% | +5.5% | +4.6% | +9.6% |
| 30D | +10.6% | +16.1% | -5.5% | +9.2% |
| 3M | -5.9% | +43.0% | -48.9% | -9.0% |
| 6M | +5.7% | +130.7% | -125.0% | -3.3% |
| YTD | -8.0% | +121.8% | -129.8% | -15.8% |
| 1Y | +6.0% | +40.7% | -34.6% | +0.6% |
| 3Y | +19.6% | -56.8% | +76.4% | +19.4% |
| 5Y | -34.6% | -99.1% | +64.5% | -20.1% |
| 10Y | -65.5% | -98.7% | +33.2% | -66.9% |
| All | -65.5% | -98.7% | +33.2% | -66.9% |
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