+3.0%
AS vs BWA
+14.3%
-11.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.3% |
| 30D | +9.6% | -14.6% | +24.2% | +12.4% |
| 3M | -8.2% | -26.2% | +18.1% | -3.7% |
| 6M | -9.9% | -18.4% | +8.5% | -7.1% |
| YTD | -16.8% | +14.7% | -31.5% | -18.4% |
| 1Y | +3.0% | +13.3% | -10.4% | +1.3% |
| All | +3.0% | +14.3% | -11.3% | +1.3% |
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