+72.2%
BWA vs ALC
-15.5%
+87.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | +4.3% | -3.7% | +7.9% | +5.3% |
| 30D | -2.9% | -3.7% | +0.8% | -2.0% |
| 3M | -12.4% | +4.6% | -17.0% | -13.9% |
| 6M | +28.6% | -14.6% | +43.2% | +34.5% |
| YTD | +48.2% | -11.9% | +60.1% | +53.0% |
| 1Y | +50.9% | -13.1% | +64.1% | +56.3% |
| 3Y | +72.2% | -15.0% | +87.2% | +92.2% |
| All | +72.2% | -15.5% | +87.7% | +92.2% |
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