-68.3%
AAL vs BMY
+57.0%
-125.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.4% |
| 30D | +6.5% | +10.0% | -3.5% | +2.7% |
| 3M | -10.9% | -1.2% | -9.7% | -10.6% |
| 6M | +4.9% | +12.8% | -7.9% | -0.5% |
| YTD | -13.2% | +20.7% | -33.9% | -19.8% |
| 1Y | -1.1% | +32.6% | -33.7% | -12.0% |
| 3Y | +12.8% | +41.8% | -29.0% | -4.7% |
| 5Y | -34.4% | +29.0% | -63.4% | -43.4% |
| All | -68.3% | +57.0% | -125.2% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling