+156.8%
AWK vs BAH
+210.6%
-53.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +16.7% | +18.2% | -1.6% | +12.3% |
| 3M | +11.7% | +13.1% | -1.3% | +8.4% |
| 6M | +21.9% | +15.2% | +6.7% | +16.9% |
| YTD | +17.6% | +6.0% | +11.6% | +13.7% |
| 1Y | +19.8% | +3.1% | +16.7% | +16.4% |
| 3Y | +31.0% | -26.2% | +57.2% | +32.8% |
| 5Y | -3.0% | +9.3% | -12.3% | -16.0% |
| 10Y | +156.8% | +212.3% | -55.5% | +73.1% |
| All | +156.8% | +210.6% | -53.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling