+249.6%
ALAB vs BWA
+67.0%
+182.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.4% | +8.3% | +11.0% |
| 7D | -5.6% | -0.6% | -5.0% | -4.7% |
| 30D | -36.6% | -16.1% | -20.5% | -30.8% |
| 3M | -35.1% | -24.6% | -10.5% | -25.8% |
| 6M | +8.5% | -15.7% | +24.2% | +21.4% |
| YTD | +30.4% | +15.1% | +15.3% | +23.6% |
| 1Y | +31.0% | +15.9% | +15.2% | +23.5% |
| All | +249.6% | +67.0% | +182.6% | +152.4% |
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