-41.4%
RAM vs BWA
-17.9%
-23.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.5% | -7.8% | -7.5% |
| 7D | -31.3% | -9.9% | -21.4% | -22.8% |
| 30D | -49.4% | -16.4% | -33.0% | -39.3% |
| 3M | -41.4% | -19.8% | -21.5% | -25.9% |
| All | -41.4% | -17.9% | -23.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3mo: compounded portfolio wealth divided by compounded BWA 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…
3mo analysis · Full analysis span regression · Available span rolling