+65.2%
ALAB vs BWA
+59.1%
+6.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +9.3% |
| 7D | +7.2% | +5.7% | +1.6% | +6.4% |
| 30D | -2.5% | +1.4% | -3.9% | -2.7% |
| 3M | -13.3% | -12.1% | -1.2% | -13.6% |
| 6M | +172.8% | +28.6% | +144.3% | +192.8% |
| YTD | +86.6% | +51.1% | +35.5% | +106.1% |
| 1Y | +65.2% | +55.9% | +9.3% | +88.3% |
| All | +65.2% | +59.1% | +6.1% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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