+8.2%
BBWI vs ALC
+24.0%
-15.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.2% |
| 7D | +1.5% | -2.1% | +3.6% | +2.8% |
| 30D | -5.2% | -0.1% | -5.1% | -5.3% |
| 3M | +11.1% | +5.9% | +5.2% | +6.6% |
| 6M | -13.4% | -15.9% | +2.6% | -4.4% |
| YTD | +0.1% | -10.1% | +10.2% | +4.8% |
| 1Y | -36.1% | -10.2% | -25.9% | -33.5% |
| 3Y | -44.1% | -13.6% | -30.5% | -42.5% |
| 5Y | -66.2% | -15.1% | -51.1% | -65.6% |
| All | +8.2% | +24.0% | -15.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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