+33.7%
ALAB vs BBWI
-33.4%
+67.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -6.4% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | -13.6% | -6.2% | -7.3% | -12.7% |
| 3M | -16.6% | +4.3% | -20.9% | -17.2% |
| 6M | +142.3% | -7.2% | +149.5% | +145.3% |
| YTD | +73.6% | -3.0% | +76.7% | +71.7% |
| 1Y | +33.7% | -30.8% | +64.4% | +37.4% |
| All | +33.7% | -33.4% | +67.0% | +37.4% |
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