-32.6%
AAL vs BDX
-2.2%
-30.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -0.9% | -3.2% | +2.2% | +0.3% |
| 30D | -12.9% | -2.5% | -10.3% | -12.0% |
| 3M | -11.2% | +21.4% | -32.6% | -18.0% |
| 6M | +17.8% | +10.4% | +7.4% | +12.9% |
| YTD | -15.1% | +18.8% | -34.0% | -21.3% |
| 1Y | +0.5% | +21.7% | -21.2% | -7.9% |
| 3Y | -7.7% | -10.0% | +2.3% | -7.4% |
| All | -32.6% | -2.2% | -30.4% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling