-40.8%
AAL vs AMC
-99.3%
+58.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +4.6% | +2.6% | +2.0% | +4.2% |
| 30D | +2.6% | +9.0% | -6.5% | +1.4% |
| 3M | -17.8% | +22.2% | -40.0% | -20.2% |
| 6M | +1.9% | +91.5% | -89.6% | -9.1% |
| YTD | -14.0% | +101.3% | -115.3% | -24.3% |
| 1Y | +0.2% | +20.8% | -20.5% | -6.1% |
| 3Y | +13.0% | -71.3% | +84.4% | +18.5% |
| All | -40.8% | -99.3% | +58.5% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling