+75.8%
ALB vs BWA
+48.6%
+27.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | -4.0% | -5.6% | +1.5% | -2.5% |
| 3M | -17.4% | -10.7% | -6.7% | -14.6% |
| 6M | -25.4% | +23.2% | -48.5% | -30.2% |
| YTD | -10.5% | +46.0% | -56.5% | -22.5% |
| 1Y | +75.8% | +51.2% | +24.7% | +51.6% |
| All | +75.8% | +48.6% | +27.2% | +51.6% |
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