-27.8%
AAL vs BWA
+583.3%
-611.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | -0.7% |
| 7D | -3.7% | +5.7% | -9.4% | -7.3% |
| 30D | -20.8% | +1.4% | -22.2% | -21.9% |
| 3M | -1.3% | -12.1% | +10.8% | +6.2% |
| 6M | +5.4% | +28.6% | -23.2% | -13.5% |
| YTD | -14.4% | +51.1% | -65.4% | -39.9% |
| 1Y | +2.1% | +55.9% | -53.8% | -30.5% |
| 3Y | -10.6% | +70.1% | -80.7% | -44.5% |
| 5Y | -32.2% | +90.7% | -122.9% | -61.7% |
| 10Y | -62.7% | +154.0% | -216.7% | -83.8% |
| All | -27.8% | +583.3% | -611.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling