+133.7%
AS vs BWA
+44.1%
+89.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -0.3% |
| 7D | +7.1% | -10.8% | +17.9% | +11.4% |
| 30D | +12.8% | -25.0% | +37.8% | +24.6% |
| 3M | -14.7% | -28.6% | +13.9% | -4.4% |
| 6M | -9.9% | -16.6% | +6.6% | -6.2% |
| YTD | -16.1% | +6.3% | -22.5% | -24.0% |
| 1Y | +0.2% | +7.2% | -7.0% | -9.9% |
| All | +133.7% | +44.1% | +89.7% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling