+0.8%
AAL vs BTSG
+112.2%
-111.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -0.1% | +6.0% | -6.1% | -1.5% |
| 30D | +11.7% | +12.4% | -0.7% | +8.5% |
| 3M | -12.5% | +18.2% | -30.8% | -16.5% |
| 6M | +3.6% | +26.0% | -22.4% | -4.7% |
| YTD | -14.1% | +90.1% | -104.2% | -31.9% |
| 1Y | +0.8% | +124.3% | -123.5% | -25.7% |
| All | +0.8% | +112.2% | -111.4% | -25.7% |
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