+342.6%
ALLE vs BWA
+23.7%
+318.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.7% | +2.8% | -0.9% |
| 7D | 0.0% | -10.8% | +10.9% | +4.0% |
| 30D | +20.6% | -25.0% | +45.6% | +32.9% |
| 3M | +11.4% | -28.6% | +40.0% | +24.4% |
| 6M | +42.5% | -16.6% | +59.1% | +48.7% |
| YTD | +18.9% | +6.3% | +12.6% | +11.3% |
| 1Y | +14.2% | +7.2% | +7.0% | +6.5% |
| 3Y | +90.7% | +48.2% | +42.5% | +53.7% |
| 5Y | +52.5% | +23.4% | +29.1% | +28.0% |
| 10Y | +231.2% | +84.0% | +147.2% | +118.4% |
| All | +342.6% | +23.7% | +318.9% | +226.7% |
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