-17.4%
ALB vs BWA
+12.3%
-29.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.8% | +4.3% | -10.0% | -7.0% |
| 30D | -4.5% | -13.0% | +8.5% | 0.0% |
| 3M | -28.1% | -24.8% | -3.3% | -21.3% |
| 6M | -53.2% | -23.5% | -29.7% | -49.1% |
| YTD | -33.3% | +13.8% | -47.2% | -38.9% |
| 1Y | -17.4% | +13.4% | -30.9% | -24.3% |
| All | -17.4% | +12.3% | -29.7% | -24.3% |
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