-65.7%
BBWI vs ALM
+941.2%
-1,006.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +2.9% |
| 7D | +1.5% | -2.6% | +4.1% | +1.7% |
| 30D | -5.2% | +32.0% | -37.2% | -7.3% |
| 3M | +11.1% | -15.0% | +26.1% | +11.3% |
| 6M | -13.4% | -10.1% | -3.2% | -13.9% |
| YTD | +0.1% | +99.4% | -99.3% | -6.2% |
| 1Y | -36.1% | +316.4% | -352.5% | -43.5% |
| 3Y | -44.1% | +2,022.0% | -2,066.1% | -57.6% |
| All | -65.7% | +941.2% | -1,006.8% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling