+1,749.1%
BMY vs AA
+295.2%
+1,454.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +5.0% | +5.0% | 0.0% | +4.2% |
| 3M | +19.4% | -35.8% | +55.2% | +25.9% |
| 6M | +9.5% | -18.4% | +27.9% | +11.3% |
| YTD | +28.1% | -5.5% | +33.5% | +27.0% |
| 1Y | +50.0% | +61.0% | -11.0% | +37.5% |
| 3Y | +24.1% | +66.2% | -42.1% | +9.0% |
| 5Y | +25.0% | +11.4% | +13.6% | +9.5% |
| 10Y | +68.7% | +116.9% | -48.2% | +17.0% |
| All | +1,749.1% | +295.2% | +1,454.0% | +791.1% |
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