-46.9%
AAL vs AMC
-98.1%
+51.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.9% |
| 7D | -3.7% | +2.3% | -6.1% | -3.9% |
| 30D | -20.8% | -0.7% | -20.1% | -20.8% |
| 3M | -1.3% | +35.2% | -36.5% | -5.1% |
| 6M | +5.4% | +124.6% | -119.2% | -3.8% |
| YTD | -14.4% | +69.9% | -84.2% | -20.0% |
| 1Y | +2.1% | -2.6% | +4.7% | -0.2% |
| 3Y | -10.6% | -79.8% | +69.2% | -6.0% |
| 5Y | -32.2% | -99.4% | +67.2% | -13.6% |
| 10Y | -62.7% | -98.9% | +36.2% | -62.1% |
| All | -46.9% | -98.1% | +51.2% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling