-8.2%
AAL vs BTDR
+7.6%
-15.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -1.3% | +14.8% | -16.1% | -3.1% |
| 30D | -13.7% | +41.8% | -55.5% | -17.8% |
| 3M | -8.2% | -29.2% | +21.0% | -5.7% |
| 6M | +13.1% | +66.2% | -53.1% | +3.8% |
| YTD | -15.6% | +10.0% | -25.6% | -19.6% |
| 1Y | +1.4% | -11.0% | +12.4% | -3.0% |
| All | -8.2% | +7.6% | -15.8% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling