+331.1%
AMD vs AAL
-9.6%
+340.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.2% |
| 7D | +2.6% | -3.7% | +6.3% | +4.2% |
| 30D | -0.9% | -20.8% | +19.9% | +8.9% |
| 3M | -8.7% | -1.3% | -7.4% | -8.9% |
| 6M | +136.3% | +5.4% | +131.0% | +129.1% |
| YTD | +123.0% | -14.4% | +137.3% | +131.7% |
| 1Y | +195.2% | +2.1% | +193.1% | +184.3% |
| All | +331.1% | -9.6% | +340.7% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling