-53.4%
BBWI vs AHR
+364.8%
-418.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +1.6% | -3.4% | +5.0% | +2.5% |
| 30D | -6.2% | -3.8% | -2.4% | -5.4% |
| 3M | +4.3% | +20.1% | -15.7% | -1.3% |
| 6M | -7.2% | +7.1% | -14.2% | -9.4% |
| YTD | -3.0% | +17.2% | -20.2% | -8.1% |
| 1Y | -30.8% | +30.4% | -61.1% | -36.8% |
| All | -53.4% | +364.8% | -418.2% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling