+2.1%
AS vs BWA
+17.4%
-15.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.5% |
| 7D | +13.8% | -9.9% | +23.7% | +15.6% |
| 30D | +16.7% | -16.4% | +33.0% | +20.1% |
| 3M | -11.5% | -19.8% | +8.3% | -8.3% |
| 6M | -5.5% | -10.0% | +4.5% | -4.3% |
| YTD | -14.2% | +12.7% | -26.9% | -15.5% |
| 1Y | +2.1% | +15.7% | -13.6% | +0.6% |
| All | +2.1% | +17.4% | -15.3% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling