+134.9%
AS vs BBWI
-45.9%
+180.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +1.5% |
| 7D | +6.9% | -6.2% | +13.1% | +9.0% |
| 30D | +16.0% | +19.9% | -3.9% | +9.6% |
| 3M | -12.8% | +7.1% | -20.0% | -15.3% |
| 6M | -15.4% | +13.7% | -29.0% | -20.2% |
| YTD | -15.7% | +9.6% | -25.3% | -20.9% |
| 1Y | +6.1% | -1.6% | +7.7% | +1.8% |
| All | +134.9% | -45.9% | +180.8% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling