+66.7%
AU vs BWA
+55.6%
+11.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.2% |
| 7D | -4.3% | -1.3% | -2.9% | -3.6% |
| 30D | +7.3% | -2.9% | +10.2% | +8.7% |
| 3M | +26.3% | -10.7% | +37.0% | +33.0% |
| 6M | +1.8% | +26.5% | -24.7% | -7.8% |
| YTD | +26.8% | +49.1% | -22.3% | +2.6% |
| 1Y | +66.7% | +52.1% | +14.6% | +36.9% |
| All | +66.7% | +55.6% | +11.1% | +36.9% |
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