+120.4%
AS vs BWA
+104.7%
+15.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.6% |
| 7D | -4.9% | +5.7% | -10.6% | -6.8% |
| 30D | -19.6% | +1.4% | -21.0% | -20.1% |
| 3M | -14.4% | -12.1% | -2.3% | -10.6% |
| 6M | -20.1% | +28.6% | -48.7% | -28.6% |
| YTD | -20.9% | +51.1% | -72.0% | -36.5% |
| 1Y | -21.9% | +55.9% | -77.7% | -38.6% |
| All | +120.4% | +104.7% | +15.6% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling