+1,673.5%
BMY vs AA
+215.1%
+1,458.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.0% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +7.0% | -0.6% | +7.6% | +6.9% |
| 3M | -0.9% | -19.7% | +18.8% | +1.6% |
| 6M | +14.9% | -41.6% | +56.5% | +22.0% |
| YTD | +22.8% | -24.6% | +47.5% | +25.1% |
| 1Y | +36.2% | +4.9% | +31.4% | +32.5% |
| 3Y | +45.7% | +66.8% | -21.1% | +27.7% |
| 5Y | +31.3% | -19.4% | +50.7% | +20.7% |
| 10Y | +60.6% | +43.1% | +17.5% | +18.6% |
| All | +1,673.5% | +215.1% | +1,458.4% | +777.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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