+365.7%
ALAB vs BWA
+115.1%
+250.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -6.2% |
| 7D | +3.2% | +4.3% | -1.1% | +1.6% |
| 30D | -13.6% | -2.9% | -10.7% | -12.5% |
| 3M | -16.6% | -12.4% | -4.2% | -12.4% |
| 6M | +142.3% | +28.6% | +113.8% | +130.0% |
| YTD | +73.6% | +48.2% | +25.4% | +45.8% |
| 1Y | +33.7% | +50.9% | -17.3% | +10.2% |
| All | +365.7% | +115.1% | +250.6% | +197.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling