-8.8%
AAL vs BKR
+69.4%
-78.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | +1.0% |
| 7D | -0.9% | -6.7% | +5.7% | +0.8% |
| 30D | -16.0% | -8.3% | -7.6% | -14.1% |
| 3M | -4.2% | -5.4% | +1.2% | -3.1% |
| 6M | +15.7% | +0.8% | +14.9% | +13.6% |
| YTD | -16.2% | +31.8% | -48.0% | -25.3% |
| 1Y | +0.2% | +28.6% | -28.3% | -10.6% |
| All | -8.8% | +69.4% | -78.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling