+52.1%
BWA vs ALC
-14.7%
+66.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.5% |
| 7D | -1.3% | -6.3% | +5.0% | -0.6% |
| 30D | -2.9% | -10.3% | +7.3% | -1.8% |
| 3M | -10.7% | -0.7% | -10.0% | -10.9% |
| 6M | +26.5% | -17.8% | +44.3% | +32.8% |
| YTD | +49.1% | -15.8% | +64.9% | +54.4% |
| 1Y | +52.1% | -16.7% | +68.8% | +57.0% |
| All | +52.1% | -14.7% | +66.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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