-31.7%
AAL vs AMCR
-9.3%
-22.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +2.1% |
| 7D | -1.3% | -6.3% | +5.0% | +3.0% |
| 30D | -13.7% | -7.1% | -6.6% | -9.5% |
| 3M | -8.2% | +12.7% | -20.8% | -14.9% |
| 6M | +13.1% | +5.2% | +8.0% | +9.2% |
| YTD | -15.6% | +8.1% | -23.7% | -21.0% |
| 1Y | +1.4% | +11.7% | -10.3% | -7.7% |
| 3Y | -7.4% | +9.9% | -17.4% | -18.4% |
| All | -31.7% | -9.3% | -22.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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