-57.0%
BBWI vs AHR
+360.2%
-417.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -8.0% | -3.0% | -5.0% | -7.3% |
| 30D | -6.6% | +2.6% | -9.2% | -7.5% |
| 3M | -2.7% | +16.0% | -18.7% | -7.1% |
| 6M | -12.8% | +3.1% | -15.9% | -13.9% |
| YTD | -10.5% | +16.0% | -26.5% | -14.9% |
| 1Y | -35.3% | +28.0% | -63.3% | -40.6% |
| All | -57.0% | +360.2% | -417.2% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling