+52.1%
BWA vs ALM
+247.3%
-195.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.0% |
| 7D | -1.3% | -11.8% | +10.5% | -0.4% |
| 30D | -2.9% | +7.8% | -10.7% | -3.8% |
| 3M | -10.7% | -9.3% | -1.5% | -10.6% |
| 6M | +26.5% | -30.5% | +56.9% | +26.4% |
| YTD | +49.1% | +75.8% | -26.7% | +50.3% |
| 1Y | +52.1% | +241.2% | -189.1% | +51.8% |
| All | +52.1% | +247.3% | -195.3% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling