-5.7%
AAL vs AMDL
+145.7%
-151.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +11.9% | -17.5% | -7.2% |
| 7D | +2.9% | +103.5% | -100.6% | -7.6% |
| 30D | +6.5% | -18.3% | +24.8% | +6.2% |
| 3M | -10.9% | +20.1% | -30.9% | -16.8% |
| 6M | +4.9% | +15.9% | -11.0% | -6.2% |
| YTD | -13.2% | +303.0% | -316.2% | -40.1% |
| 1Y | -1.1% | +164.0% | -165.1% | -27.1% |
| All | -5.7% | +145.7% | -151.3% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling