+0.2%
AAL vs BTDR
-18.2%
+18.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.3% |
| 7D | -0.9% | -3.2% | +2.3% | -0.5% |
| 30D | -16.0% | +32.7% | -48.6% | -20.1% |
| 3M | -4.2% | -28.4% | +24.1% | -1.0% |
| 6M | +15.7% | +51.7% | -36.0% | +5.1% |
| YTD | -16.2% | +2.9% | -19.0% | -21.3% |
| 1Y | +0.2% | -15.5% | +15.7% | -4.8% |
| All | +0.2% | -18.2% | +18.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling