+1,789.1%
AMD vs AAL
-33.6%
+1,822.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +10.6% |
| 7D | -11.0% | +4.6% | -15.6% | -11.9% |
| 30D | -30.5% | +2.6% | -33.0% | -30.9% |
| 3M | -8.2% | -17.8% | +9.6% | -3.8% |
| 6M | +6.6% | +1.9% | +4.7% | +5.8% |
| YTD | +109.7% | -14.0% | +123.7% | +115.6% |
| 1Y | +88.9% | +0.2% | +88.7% | +87.1% |
| 3Y | +301.8% | +13.0% | +288.8% | +276.5% |
| 5Y | +229.4% | -39.6% | +268.9% | +251.9% |
| 10Y | +6,745.1% | -65.7% | +6,810.8% | +7,114.0% |
| All | +1,789.1% | -33.6% | +1,822.7% | +938.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling