+257.6%
ALAB vs BBWI
-51.3%
+308.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | +16.3% | +0.1% | +16.2% | +16.3% |
| 30D | -26.1% | +12.9% | -39.0% | -28.8% |
| 3M | -31.3% | +16.0% | -47.3% | -34.8% |
| 6M | -1.0% | +16.6% | -17.6% | -6.9% |
| YTD | +33.3% | +9.7% | +23.6% | +24.1% |
| 1Y | +53.5% | +1.5% | +52.1% | +45.0% |
| All | +257.6% | -51.3% | +308.9% | +298.2% |
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