-6.6%
AAL vs AMDL
+47.6%
-54.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +22.3% | -20.3% | -1.2% |
| 7D | +4.6% | -26.2% | +30.8% | +7.4% |
| 30D | +2.6% | -57.1% | +59.7% | +12.6% |
| 3M | -17.8% | -29.8% | +12.1% | -16.8% |
| 6M | +1.9% | -22.2% | +24.1% | -3.6% |
| YTD | -14.0% | +142.1% | -156.1% | -35.9% |
| 1Y | +0.2% | +85.8% | -85.6% | -22.7% |
| All | -6.6% | +47.6% | -54.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling