-32.8%
AAL vs AMT
-31.6%
-1.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -20.8% | +4.6% | -25.4% | -21.5% |
| 3M | -1.3% | -8.4% | +7.2% | +0.1% |
| 6M | +5.4% | -6.0% | +11.4% | +6.2% |
| YTD | -14.4% | +2.1% | -16.5% | -15.4% |
| 1Y | +2.1% | -6.4% | +8.5% | +2.7% |
| 3Y | -10.6% | +8.1% | -18.6% | -18.4% |
| All | -32.8% | -31.6% | -1.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling