+34.7%
ALAB vs BWA
+50.9%
-16.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -6.6% |
| 7D | +3.2% | +4.3% | -1.1% | +2.7% |
| 30D | -13.6% | -2.9% | -10.7% | -13.2% |
| 3M | -16.6% | -12.4% | -4.2% | -16.5% |
| 6M | +142.3% | +28.6% | +113.8% | +164.0% |
| YTD | +73.6% | +48.2% | +25.4% | +94.4% |
| All | +34.7% | +50.9% | -16.3% | +56.0% |
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