-28.3%
ALB vs BWA
+76.2%
-104.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -6.1% |
| 7D | -8.1% | +5.7% | -13.7% | -11.2% |
| 30D | +6.3% | +1.4% | +4.9% | +4.9% |
| 3M | -23.6% | -12.1% | -11.5% | -18.0% |
| 6M | -24.6% | +28.6% | -53.2% | -37.2% |
| YTD | -10.3% | +51.1% | -61.4% | -36.1% |
| 1Y | +61.5% | +55.9% | +5.6% | +11.5% |
| All | -28.3% | +76.2% | -104.5% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling