-25.9%
BBWI vs ALM
+825.4%
-851.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.4% |
| 7D | -6.2% | -6.7% | +0.5% | -5.8% |
| 30D | +19.9% | -32.9% | +52.8% | +22.8% |
| 3M | +7.1% | -39.5% | +46.6% | +9.8% |
| 6M | +13.7% | -62.0% | +75.6% | +19.4% |
| YTD | +9.6% | -7.8% | +17.4% | +7.3% |
| 1Y | -1.6% | +26.7% | -28.3% | -6.4% |
| 3Y | -25.9% | +825.4% | -851.2% | -43.0% |
| All | -25.9% | +825.4% | -851.2% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling