+248.5%
ALAB vs BBWI
-50.7%
+299.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -7.5% | -4.2% | -3.2% | -6.0% |
| 30D | -36.8% | +24.9% | -61.7% | -41.1% |
| 3M | -31.9% | +13.2% | -45.1% | -34.9% |
| 6M | +8.2% | +12.1% | -3.9% | +2.9% |
| YTD | +29.9% | +11.1% | +18.9% | +20.5% |
| 1Y | +24.4% | +0.7% | +23.7% | +18.1% |
| All | +248.5% | -50.7% | +299.2% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling