+132.3%
AA vs BWA
+142.7%
-10.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | -1.6% | -5.6% | +4.0% | +2.3% |
| 3M | -29.8% | -10.7% | -19.1% | -24.0% |
| 6M | -16.6% | +23.2% | -39.8% | -28.8% |
| YTD | -4.0% | +46.0% | -50.0% | -29.7% |
| 1Y | +63.5% | +51.2% | +12.3% | +15.7% |
| 3Y | +86.8% | +69.6% | +17.2% | +18.1% |
| 5Y | +12.4% | +86.6% | -74.2% | -36.5% |
| 10Y | +132.3% | +152.3% | -20.0% | +13.6% |
| All | +132.3% | +142.7% | -10.4% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling