-66.0%
AAL vs AMC
-98.7%
+32.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +3.4% | -2.8% | +6.3% | +3.7% |
| 30D | +11.7% | +14.0% | -2.3% | +10.5% |
| 3M | -7.8% | +42.5% | -50.3% | -10.7% |
| 6M | +10.2% | +142.6% | -132.3% | +0.5% |
| YTD | -8.0% | +119.2% | -127.3% | -15.8% |
| 1Y | +8.5% | +40.7% | -32.2% | +3.0% |
| 3Y | +19.5% | -57.3% | +76.8% | +19.4% |
| 5Y | -33.9% | -99.1% | +65.2% | -19.0% |
| 10Y | -66.0% | -98.7% | +32.7% | -67.3% |
| All | -66.0% | -98.7% | +32.7% | -67.3% |
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