+2.1%
AAL vs BMY
+47.1%
-45.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | -20.8% | +5.0% | -25.8% | -22.1% |
| 3M | -1.3% | +19.4% | -20.7% | -7.0% |
| 6M | +5.4% | +9.5% | -4.2% | +2.2% |
| YTD | -14.4% | +28.1% | -42.4% | -20.2% |
| 1Y | +2.1% | +50.0% | -47.9% | -7.4% |
| All | +2.1% | +47.1% | -45.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling