-43.7%
BBWI vs ALM
+2,221.4%
-2,265.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.4% |
| 7D | -6.2% | +0.7% | -6.9% | -6.2% |
| 30D | +25.5% | -26.1% | +51.6% | +27.3% |
| 3M | +8.0% | -38.1% | +46.1% | +10.1% |
| 6M | +12.7% | -55.4% | +68.1% | +16.4% |
| YTD | +11.6% | -0.4% | +12.0% | +9.6% |
| 1Y | -0.9% | +25.4% | -26.3% | -4.1% |
| 3Y | -22.7% | +907.8% | -930.4% | -34.7% |
| 5Y | -67.2% | +440.2% | -507.3% | -72.0% |
| 10Y | -43.7% | +2,031.1% | -2,074.8% | -54.3% |
| All | -43.7% | +2,221.4% | -2,265.1% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling