-68.3%
AAL vs AMT
+134.2%
-202.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | +6.5% | +5.8% | +0.7% | +5.1% |
| 3M | -10.9% | +12.6% | -23.4% | -13.3% |
| 6M | +4.9% | +8.3% | -3.4% | +2.3% |
| YTD | -13.2% | +11.4% | -24.6% | -16.2% |
| 1Y | -1.1% | +7.7% | -8.8% | -3.8% |
| 3Y | +12.8% | +14.8% | -2.0% | +4.1% |
| 5Y | -34.4% | -18.0% | -16.4% | -33.8% |
| All | -68.3% | +134.2% | -202.4% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling