+62.8%
BWA vs ALC
+4.4%
+58.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | +4.3% | -1.1% | +5.4% | +4.5% |
| 30D | -13.0% | +16.0% | -29.1% | -16.1% |
| 3M | -24.8% | +0.8% | -25.6% | -25.0% |
| 6M | -23.5% | +16.8% | -40.3% | -27.1% |
| YTD | +13.8% | -5.5% | +19.3% | +15.4% |
| 1Y | +13.4% | -5.3% | +18.7% | +14.8% |
| 3Y | +62.8% | +4.1% | +58.7% | +58.7% |
| All | +62.8% | +4.4% | +58.4% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling