-35.9%
AAL vs BMY
+22.7%
-58.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -1.3% | -4.8% | +3.5% | 0.0% |
| 30D | -13.7% | -0.7% | -13.1% | -13.6% |
| 3M | -8.2% | +15.3% | -23.5% | -12.0% |
| 6M | +13.1% | +8.5% | +4.6% | +10.2% |
| YTD | -15.6% | +23.4% | -39.0% | -20.5% |
| 1Y | +1.4% | +42.9% | -41.5% | -8.2% |
| 3Y | -7.4% | +22.0% | -29.4% | -13.5% |
| 5Y | -35.9% | +24.3% | -60.3% | -33.9% |
| All | -35.9% | +22.7% | -58.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling