-27.8%
AAL vs BMY
+519.0%
-546.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.3% |
| 7D | -3.7% | +0.4% | -4.1% | -4.0% |
| 30D | -20.8% | +5.0% | -25.8% | -23.3% |
| 3M | -1.3% | +19.4% | -20.7% | -12.0% |
| 6M | +5.4% | +9.5% | -4.2% | -1.2% |
| YTD | -14.4% | +28.1% | -42.4% | -27.2% |
| 1Y | +2.1% | +50.0% | -47.9% | -21.9% |
| 3Y | -10.6% | +24.1% | -34.6% | -26.3% |
| 5Y | -32.2% | +25.0% | -57.2% | -46.2% |
| 10Y | -62.7% | +68.7% | -131.4% | -78.1% |
| All | -27.8% | +519.0% | -546.8% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling