+95.5%
AMD vs AAL
+4.4%
+91.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -1.7% |
| 7D | -15.5% | +8.3% | -23.8% | -18.6% |
| 30D | -22.6% | +6.2% | -28.9% | -24.9% |
| 3M | -5.7% | -17.7% | +11.9% | +2.1% |
| 6M | +43.1% | +15.4% | +27.7% | +33.8% |
| YTD | +128.2% | -11.1% | +139.3% | +121.7% |
| 1Y | +95.5% | +7.7% | +87.7% | +68.2% |
| All | +95.5% | +4.4% | +91.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling