-59.1%
AAL vs BBIO
+136.7%
-195.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -3.2% | +2.3% | -0.5% |
| 30D | -12.9% | -13.6% | +0.7% | -11.0% |
| 3M | -11.2% | +7.2% | -18.4% | -12.3% |
| 6M | +17.8% | +1.5% | +16.4% | +17.1% |
| YTD | -15.1% | -5.3% | -9.8% | -15.3% |
| 1Y | +0.5% | +37.7% | -37.3% | -5.3% |
| 3Y | -7.7% | +153.9% | -161.6% | -22.5% |
| 5Y | -31.3% | +43.9% | -75.2% | -50.9% |
| All | -59.1% | +136.7% | -195.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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