-64.8%
AAL vs AMT
+94.2%
-159.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -20.8% | +4.6% | -25.4% | -21.6% |
| 3M | -1.3% | -8.4% | +7.2% | +0.3% |
| 6M | +5.4% | -6.0% | +11.4% | +6.3% |
| YTD | -14.4% | +2.1% | -16.5% | -15.6% |
| 1Y | +2.1% | -6.4% | +8.5% | +2.7% |
| 3Y | -10.6% | +8.1% | -18.6% | -16.5% |
| 5Y | -32.2% | -31.9% | -0.3% | -28.4% |
| All | -64.8% | +94.2% | -159.0% | -71.3% |
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