-30.8%
BBWI vs ALM
+347.8%
-378.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.7% |
| 7D | +1.6% | +8.4% | -6.9% | +0.9% |
| 30D | -6.2% | +34.8% | -41.1% | -8.9% |
| 3M | +4.3% | +16.2% | -11.9% | +1.9% |
| 6M | -7.2% | +2.1% | -9.3% | -8.3% |
| YTD | -3.0% | +117.0% | -120.1% | -11.5% |
| 1Y | -30.8% | +313.9% | -344.6% | -46.7% |
| All | -30.8% | +347.8% | -378.5% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling