+1.4%
AAL vs BWA
+48.6%
-47.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -13.7% | -5.6% | -8.2% | -12.7% |
| 3M | -8.2% | -10.7% | +2.5% | -6.0% |
| 6M | +13.1% | +23.2% | -10.1% | +6.9% |
| YTD | -15.6% | +46.0% | -61.6% | -25.7% |
| 1Y | +1.4% | +51.2% | -49.8% | -12.7% |
| All | +1.4% | +48.6% | -47.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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