+9.3%
ABT vs BWA
+67.1%
-57.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.7% | +0.1% | -4.9% | -4.7% |
| 30D | -3.1% | -5.6% | +2.4% | -2.9% |
| 3M | +16.1% | -10.7% | +26.8% | +16.9% |
| 6M | -5.3% | +23.2% | -28.5% | -7.2% |
| YTD | -14.4% | +46.0% | -60.4% | -17.8% |
| 1Y | -18.4% | +51.2% | -69.6% | -21.9% |
| All | +9.3% | +67.1% | -57.8% | +1.9% |
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 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