-29.0%
AAL vs BDX
+529.2%
-558.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | +0.1% |
| 7D | -0.3% | -4.3% | +4.0% | +2.2% |
| 30D | -19.0% | +1.3% | -20.3% | -19.8% |
| 3M | -5.1% | +20.2% | -25.3% | -15.1% |
| 6M | +15.5% | +8.6% | +6.9% | +9.3% |
| YTD | -15.8% | +19.0% | -34.8% | -24.8% |
| 1Y | -0.3% | +21.2% | -21.5% | -12.4% |
| 3Y | -7.7% | -9.7% | +2.1% | -5.9% |
| 5Y | -32.5% | -3.4% | -29.1% | -35.9% |
| 10Y | -66.0% | +53.9% | -119.8% | -80.4% |
| All | -29.0% | +529.2% | -558.3% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling