+234.1%
ABT vs BWA
+94.2%
+139.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +4.3% | -5.5% | -2.0% |
| 30D | +6.0% | -13.0% | +19.0% | +8.3% |
| 3M | -1.9% | -24.8% | +22.9% | +2.5% |
| 6M | +31.2% | -23.5% | +54.7% | +35.9% |
| YTD | -11.2% | +13.8% | -25.1% | -15.6% |
| 1Y | -14.0% | +13.4% | -27.4% | -18.2% |
| 3Y | +20.7% | +62.8% | -42.1% | +4.7% |
| 5Y | -6.7% | +28.5% | -35.1% | -16.9% |
| All | +234.1% | +94.2% | +139.9% | +167.9% |
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