+23.0%
AAL vs AMCR
+96.6%
-73.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | -0.3% | -1.8% | +1.5% | +0.5% |
| 30D | -19.0% | -6.0% | -13.0% | -16.7% |
| 3M | -5.1% | +18.9% | -24.0% | -11.8% |
| 6M | +15.5% | +5.7% | +9.8% | +12.8% |
| YTD | -15.8% | +11.1% | -26.9% | -19.9% |
| 1Y | -0.3% | +12.7% | -13.0% | -6.0% |
| 3Y | -7.7% | +9.6% | -17.2% | -12.5% |
| 5Y | -32.5% | -10.3% | -22.2% | -30.4% |
| 10Y | -66.0% | +16.5% | -82.4% | -68.1% |
| All | +23.0% | +96.6% | -73.6% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling