+75.8%
ALB vs BBWI
-35.2%
+111.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.3% | +3.5% | -2.2% |
| 7D | -8.6% | -4.4% | -4.2% | -8.2% |
| 30D | -4.0% | -7.4% | +3.4% | -3.4% |
| 3M | -17.4% | -2.2% | -15.2% | -17.9% |
| 6M | -25.4% | -16.3% | -9.1% | -23.9% |
| YTD | -10.5% | -9.1% | -1.4% | -12.2% |
| 1Y | +75.8% | -34.5% | +110.3% | +86.9% |
| All | +75.8% | -35.2% | +111.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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