+373.4%
AMD vs AAL
+20.5%
+352.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +13.1% | +3.4% | +9.7% | +12.1% |
| 30D | -7.0% | +11.7% | -18.7% | -11.0% |
| 3M | +16.6% | -7.8% | +24.3% | +20.6% |
| 6M | +20.5% | +10.2% | +10.3% | +15.1% |
| YTD | +158.2% | -8.0% | +166.2% | +160.8% |
| 1Y | +132.8% | +8.5% | +124.2% | +119.5% |
| All | +373.4% | +20.5% | +352.9% | +278.4% |
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