+1.1%
BSX vs AAL
-36.2%
+37.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -7.0% | -1.3% | -5.8% | -6.9% |
| 30D | -10.9% | -13.7% | +2.8% | -9.3% |
| 3M | -8.2% | -8.2% | 0.0% | -7.6% |
| 6M | -37.5% | +13.1% | -50.6% | -38.9% |
| YTD | -52.8% | -15.6% | -37.3% | -52.4% |
| 1Y | -58.4% | +1.4% | -59.8% | -59.2% |
| 3Y | -16.5% | -7.4% | -9.1% | -20.3% |
| All | +1.1% | -36.2% | +37.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 5y: compounded portfolio wealth divided by compounded AAL 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…
5y analysis · Full analysis span regression · 6 months rolling