-65.2%
AAL vs BMY
+64.0%
-129.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.9% | -6.4% | +5.4% | +1.5% |
| 30D | -16.0% | +0.2% | -16.2% | -16.1% |
| 3M | -4.2% | +16.0% | -20.2% | -9.8% |
| 6M | +15.7% | +8.3% | +7.3% | +11.7% |
| YTD | -16.2% | +22.2% | -38.4% | -22.7% |
| 1Y | +0.2% | +41.7% | -41.5% | -12.9% |
| 3Y | -8.1% | +20.7% | -28.8% | -16.5% |
| 5Y | -32.2% | +23.9% | -56.1% | -40.0% |
| All | -65.2% | +64.0% | -129.2% | -72.0% |
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