+6.1%
AS vs BWA
+10.1%
-4.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | +6.9% | -5.5% | +12.4% | +7.9% |
| 30D | +16.0% | -21.7% | +37.7% | +20.8% |
| 3M | -12.8% | -25.6% | +12.8% | -8.6% |
| 6M | -15.4% | -17.4% | +2.0% | -13.0% |
| YTD | -15.7% | +9.2% | -24.9% | -16.7% |
| 1Y | +6.1% | +9.7% | -3.7% | +5.1% |
| All | +6.1% | +10.1% | -4.0% | +5.1% |
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