-40.8%
AAL vs AMT
-20.2%
-20.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.4% |
| 7D | +4.6% | +0.5% | +4.1% | +4.5% |
| 30D | +2.6% | +13.6% | -11.0% | 0.0% |
| 3M | -17.8% | +11.5% | -29.2% | -19.6% |
| 6M | +1.9% | +6.9% | -5.1% | -0.1% |
| YTD | -14.0% | +10.8% | -24.9% | -16.6% |
| 1Y | +0.2% | +10.3% | -10.1% | -2.7% |
| 3Y | +13.0% | +12.4% | +0.6% | +2.9% |
| All | -40.8% | -20.2% | -20.6% | -39.0% |
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