-34.4%
AAL vs AMC
-99.2%
+64.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.3% |
| 7D | +2.9% | +8.4% | -5.5% | +1.9% |
| 30D | +6.5% | +9.2% | -2.7% | +5.3% |
| 3M | -10.9% | +32.0% | -42.9% | -14.3% |
| 6M | +4.9% | +149.3% | -144.4% | -9.6% |
| YTD | -13.2% | +114.1% | -127.3% | -24.2% |
| 1Y | -1.1% | +35.8% | -36.9% | -8.7% |
| 3Y | +12.8% | -58.3% | +71.1% | +13.1% |
| 5Y | -34.4% | -99.2% | +64.8% | +4.7% |
| All | -34.4% | -99.2% | +64.8% | +4.7% |
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