-29.0%
AAL vs BBY
+271.7%
-300.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.1% |
| 7D | -0.3% | +8.1% | -8.4% | -4.5% |
| 30D | -19.0% | +8.9% | -27.9% | -23.1% |
| 3M | -5.1% | +22.0% | -27.1% | -15.3% |
| 6M | +15.5% | +37.8% | -22.3% | -5.0% |
| YTD | -15.8% | +37.3% | -53.1% | -30.9% |
| 1Y | -0.3% | +21.6% | -21.9% | -13.1% |
| 3Y | -7.7% | +41.5% | -49.2% | -28.6% |
| 5Y | -32.5% | +1.2% | -33.8% | -39.9% |
| 10Y | -66.0% | +237.8% | -303.7% | -86.1% |
| All | -29.0% | +271.7% | -300.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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