+257.6%
ALAB vs BWA
+65.2%
+192.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +16.3% | +4.3% | +12.1% | +14.2% |
| 30D | -26.1% | -13.0% | -13.1% | -20.5% |
| 3M | -31.3% | -24.8% | -6.5% | -21.2% |
| 6M | -1.0% | -23.5% | +22.5% | +13.9% |
| YTD | +33.3% | +13.8% | +19.5% | +27.2% |
| 1Y | +53.5% | +13.4% | +40.1% | +46.5% |
| All | +257.6% | +65.2% | +192.4% | +159.7% |
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