+2,254.7%
ALB vs BWA
+1,966.2%
+288.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.4% |
| 7D | +9.1% | -5.5% | +14.5% | +11.6% |
| 30D | -3.4% | -21.7% | +18.3% | +7.9% |
| 3M | -20.6% | -25.6% | +5.0% | -9.5% |
| 6M | -48.2% | -17.4% | -30.7% | -44.2% |
| YTD | -29.2% | +9.2% | -38.4% | -34.3% |
| 1Y | +10.0% | +9.7% | +0.3% | +1.7% |
| 3Y | -12.9% | +54.6% | -67.5% | -30.7% |
| 5Y | -61.3% | +26.8% | -88.0% | -66.8% |
| 10Y | +35.8% | +89.0% | -53.2% | -6.7% |
| All | +2,254.7% | +1,966.2% | +288.4% | +693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling