+301.8%
AMD vs AAL
+9.3%
+292.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +10.2% |
| 7D | -11.0% | +4.6% | -15.6% | -12.5% |
| 30D | -30.5% | +2.6% | -33.0% | -31.2% |
| 3M | -8.2% | -17.8% | +9.6% | -0.5% |
| 6M | +6.6% | +1.9% | +4.7% | +5.0% |
| YTD | +109.7% | -14.0% | +123.7% | +117.6% |
| 1Y | +88.9% | +0.2% | +88.7% | +83.7% |
| 3Y | +301.8% | +13.0% | +288.8% | +240.5% |
| All | +301.8% | +9.3% | +292.5% | +240.5% |
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