+207.4%
ALAB vs BBWI
-51.3%
+258.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.5% | +7.2% |
| 7D | -26.3% | -6.2% | -20.1% | -24.8% |
| 30D | -50.1% | +19.9% | -70.0% | -52.9% |
| 3M | -42.5% | +7.1% | -49.6% | -44.1% |
| 6M | -10.8% | +13.7% | -24.5% | -15.6% |
| YTD | +14.6% | +9.6% | +5.0% | +6.7% |
| 1Y | +17.1% | -1.6% | +18.8% | +12.0% |
| All | +207.4% | -51.3% | +258.8% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling