+24.5%
ALAB vs BBWI
+2.4%
+22.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.5% | -5.0% |
| 7D | -24.9% | +8.8% | -33.7% | -25.8% |
| 30D | -38.4% | +34.8% | -73.2% | -41.4% |
| 3M | -38.3% | +12.9% | -51.2% | -39.8% |
| 6M | +10.9% | +29.6% | -18.6% | +5.6% |
| YTD | +34.2% | +20.8% | +13.4% | +27.7% |
| 1Y | +24.5% | +4.1% | +20.4% | +21.0% |
| All | +24.5% | +2.4% | +22.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling