+133.7%
AS vs BBWI
-44.1%
+177.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.9% | -0.4% |
| 7D | +7.1% | -3.1% | +10.2% | +8.1% |
| 30D | +12.8% | +23.1% | -10.3% | +5.8% |
| 3M | -14.7% | +7.3% | -22.0% | -17.1% |
| 6M | -9.9% | +22.6% | -32.5% | -17.0% |
| YTD | -16.1% | +13.3% | -29.4% | -22.0% |
| 1Y | +0.2% | -2.6% | +2.7% | -3.1% |
| All | +133.7% | -44.1% | +177.8% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling