+90.5%
AA vs BWA
+72.9%
+17.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.7% |
| 7D | +1.7% | +4.3% | -2.6% | -1.0% |
| 30D | +3.3% | -2.9% | +6.2% | +5.1% |
| 3M | -29.4% | -12.4% | -17.0% | -23.7% |
| 6M | -12.8% | +28.6% | -41.4% | -24.5% |
| YTD | -2.1% | +48.2% | -50.4% | -25.4% |
| 1Y | +62.8% | +50.9% | +11.8% | +21.7% |
| 3Y | +90.5% | +72.2% | +18.3% | +16.3% |
| All | +90.5% | +72.9% | +17.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling