+778.3%
AU vs BWA
+1,705.1%
-926.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -0.3% | +4.3% | -4.6% | -1.1% |
| 30D | +12.8% | -2.9% | +15.7% | +13.3% |
| 3M | +28.5% | -12.4% | +40.9% | +31.7% |
| 6M | +4.8% | +28.6% | -23.7% | +0.6% |
| YTD | +31.0% | +48.2% | -17.3% | +22.1% |
| 1Y | +81.4% | +50.9% | +30.5% | +68.7% |
| 3Y | +618.4% | +72.2% | +546.3% | +543.4% |
| 5Y | +686.3% | +91.1% | +595.3% | +578.6% |
| 10Y | +664.5% | +144.0% | +520.5% | +492.7% |
| All | +778.3% | +1,705.1% | -926.9% | +440.3% |
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 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