+7.7%
AAL vs BTSG
+111.7%
-104.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | +8.3% | +17.4% | -9.0% | +3.9% |
| 30D | +6.2% | +12.6% | -6.3% | +3.0% |
| 3M | -17.7% | +11.2% | -28.9% | -20.1% |
| 6M | +15.4% | +30.4% | -15.0% | +4.5% |
| YTD | -11.1% | +86.4% | -97.5% | -29.9% |
| 1Y | +7.7% | +117.9% | -110.2% | -22.5% |
| All | +7.7% | +111.7% | -104.0% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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