+62.5%
BWA vs ALM
+3,525.2%
-3,462.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.7% | -7.2% | +8.9% | +1.7% |
| 30D | -14.6% | -26.4% | +11.7% | -14.5% |
| 3M | -26.2% | -38.6% | +12.4% | -26.1% |
| 6M | -18.4% | -61.0% | +42.6% | -18.1% |
| YTD | +14.7% | -7.4% | +22.0% | +14.7% |
| 1Y | +13.3% | +14.0% | -0.6% | +13.2% |
| 3Y | +64.7% | +844.4% | -779.7% | +63.1% |
| 5Y | +32.2% | +410.8% | -378.6% | +31.0% |
| 10Y | +96.8% | +2,084.7% | -1,987.9% | +94.3% |
| All | +62.5% | +3,525.2% | -3,462.7% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling