+18.5%
BBWI vs ALC
+31.8%
-13.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.9% |
| 7D | -6.2% | +4.9% | -11.1% | -9.0% |
| 30D | +19.9% | +19.0% | +1.0% | +7.5% |
| 3M | +7.1% | +7.8% | -0.6% | +1.8% |
| 6M | +13.7% | +14.6% | -0.9% | +3.1% |
| YTD | +9.6% | -4.4% | +14.0% | +10.3% |
| 1Y | -1.6% | +1.4% | -3.0% | -5.4% |
| 3Y | -25.9% | +2.5% | -28.4% | -32.8% |
| 5Y | -67.8% | -10.9% | -56.9% | -68.0% |
| All | +18.5% | +31.8% | -13.4% | -34.1% |
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