-27.6%
AAL vs BMY
+493.7%
-521.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -2.1% |
| 7D | -0.1% | +2.1% | -2.2% | -1.3% |
| 30D | +11.7% | +7.0% | +4.7% | +7.4% |
| 3M | -12.5% | -0.9% | -11.7% | -12.5% |
| 6M | +3.6% | +14.9% | -11.3% | -6.0% |
| YTD | -14.1% | +22.8% | -36.9% | -25.4% |
| 1Y | +0.8% | +36.2% | -35.5% | -18.0% |
| 3Y | +11.8% | +45.7% | -33.9% | -17.4% |
| 5Y | -35.1% | +31.3% | -66.4% | -50.4% |
| 10Y | -68.3% | +60.6% | -128.8% | -80.6% |
| All | -27.6% | +493.7% | -521.3% | -88.7% |
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