-7.7%
AAL vs BMY
+23.8%
-31.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.7% |
| 7D | -0.3% | -3.3% | +3.0% | +0.7% |
| 30D | -19.0% | 0.0% | -19.0% | -19.1% |
| 3M | -5.1% | +17.7% | -22.8% | -9.8% |
| 6M | +15.5% | +9.6% | +5.8% | +12.0% |
| YTD | -15.8% | +24.0% | -39.8% | -21.1% |
| 1Y | -0.3% | +45.1% | -45.4% | -10.8% |
| 3Y | -7.7% | +22.5% | -30.1% | -9.1% |
| All | -7.7% | +23.8% | -31.5% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling