+19.6%
AAL vs AMC
-58.9%
+78.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.6% |
| 7D | +10.1% | +5.5% | +4.6% | +9.3% |
| 30D | +10.6% | +16.1% | -5.5% | +8.4% |
| 3M | -5.9% | +43.0% | -48.9% | -10.6% |
| 6M | +5.7% | +130.7% | -125.0% | -8.7% |
| YTD | -8.0% | +121.8% | -129.8% | -20.7% |
| 1Y | +6.0% | +40.7% | -34.6% | -3.3% |
| 3Y | +19.6% | -56.8% | +76.4% | +25.0% |
| All | +19.6% | -58.9% | +78.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling