-47.7%
AAL vs AMC
-97.8%
+50.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -12.5% | +7.4% | -4.0% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -0.5% | +4.4% | -4.9% | -0.9% |
| 3M | -22.0% | +15.4% | -37.4% | -23.2% |
| 6M | +4.5% | +93.7% | -89.2% | -3.2% |
| YTD | -15.7% | +97.4% | -113.1% | -22.4% |
| 1Y | -3.7% | +23.2% | -26.9% | -7.8% |
| 3Y | +7.9% | -71.3% | +79.2% | +11.4% |
| 5Y | -40.7% | -99.3% | +58.5% | -25.7% |
| 10Y | -66.3% | -98.7% | +32.4% | -65.9% |
| All | -47.7% | -97.8% | +50.1% | -52.9% |
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 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