+120.4%
AS vs BBWI
-50.6%
+171.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.7% | +2.7% |
| 7D | -4.9% | +1.5% | -6.4% | -5.3% |
| 30D | -19.6% | -5.2% | -14.4% | -18.5% |
| 3M | -14.4% | +11.1% | -25.5% | -18.0% |
| 6M | -20.1% | -13.4% | -6.8% | -18.0% |
| YTD | -20.9% | +0.1% | -21.0% | -23.3% |
| 1Y | -21.9% | -36.1% | +14.3% | -11.2% |
| All | +120.4% | -50.6% | +171.0% | +159.2% |
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