+61.5%
ALB vs BWA
+59.1%
+2.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.3% |
| 7D | -8.1% | +5.7% | -13.7% | -9.8% |
| 30D | +6.3% | +1.4% | +4.9% | +5.6% |
| 3M | -23.6% | -12.1% | -11.5% | -20.5% |
| 6M | -24.6% | +28.6% | -53.2% | -30.8% |
| YTD | -10.3% | +51.1% | -61.4% | -24.8% |
| 1Y | +61.5% | +55.9% | +5.6% | +33.9% |
| All | +61.5% | +59.1% | +2.4% | +33.9% |
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