+1,909.1%
AMD vs AAL
-33.8%
+1,943.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.4% |
| 7D | +2.6% | -3.7% | +6.3% | +3.5% |
| 30D | -0.9% | -20.8% | +19.9% | +4.8% |
| 3M | -8.7% | -1.3% | -7.4% | -8.7% |
| 6M | +136.3% | +5.4% | +131.0% | +132.8% |
| YTD | +123.0% | -14.4% | +137.3% | +129.4% |
| 1Y | +195.2% | +2.1% | +193.1% | +190.9% |
| 3Y | +336.3% | -10.6% | +346.9% | +330.2% |
| 5Y | +334.5% | -32.2% | +366.7% | +351.6% |
| 10Y | +6,259.1% | -62.7% | +6,321.8% | +6,464.5% |
| All | +1,909.1% | -33.8% | +1,943.0% | +1,004.7% |
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 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