-22.5%
AAL vs BWA
+418.6%
-441.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.2% |
| 7D | +3.4% | +1.7% | +1.7% | +2.3% |
| 30D | +11.7% | -14.6% | +26.3% | +24.1% |
| 3M | -7.8% | -26.2% | +18.5% | +12.5% |
| 6M | +10.2% | -18.4% | +28.7% | +23.1% |
| YTD | -8.0% | +14.7% | -22.7% | -22.6% |
| 1Y | +8.5% | +13.3% | -4.8% | -8.2% |
| 3Y | +19.5% | +64.7% | -45.2% | -24.2% |
| 5Y | -33.9% | +32.2% | -66.1% | -52.0% |
| 10Y | -66.0% | +96.8% | -162.8% | -82.4% |
| All | -22.5% | +418.6% | -441.1% | -82.9% |
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