-55.7%
BBWI vs ALM
+3,219.4%
-3,275.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.6% |
| 7D | +1.6% | +8.4% | -6.9% | +1.1% |
| 30D | -6.2% | +34.8% | -41.1% | -8.0% |
| 3M | +4.3% | +16.2% | -11.9% | +2.8% |
| 6M | -7.2% | +2.1% | -9.3% | -8.3% |
| YTD | -3.0% | +117.0% | -120.1% | -8.4% |
| 1Y | -30.8% | +313.9% | -344.6% | -37.1% |
| 3Y | -43.4% | +2,327.9% | -2,371.3% | -54.5% |
| 5Y | -66.7% | +1,040.6% | -1,107.4% | -72.7% |
| 10Y | -55.7% | +3,219.4% | -3,275.1% | -65.8% |
| All | -55.7% | +3,219.4% | -3,275.1% | -65.8% |
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