+65.2%
ALAB vs BBWI
-34.3%
+99.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +6.9% | +9.4% |
| 7D | +7.2% | +1.5% | +5.7% | +7.0% |
| 30D | -2.5% | -5.2% | +2.7% | -1.9% |
| 3M | -13.3% | +11.1% | -24.4% | -14.5% |
| 6M | +172.8% | -13.4% | +186.2% | +178.1% |
| YTD | +86.6% | +0.1% | +86.5% | +84.4% |
| 1Y | +65.2% | -36.1% | +101.3% | +48.8% |
| All | +65.2% | -34.3% | +99.4% | +48.8% |
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