+2.9%
AWK vs BAH
-26.8%
+29.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.2% | -4.3% | +6.5% | +2.4% |
| 30D | +4.4% | -4.5% | +8.9% | +4.7% |
| 3M | +15.4% | -7.6% | +23.0% | +15.0% |
| 6M | +3.5% | -10.6% | +14.1% | +3.2% |
| YTD | +9.8% | -12.6% | +22.4% | +8.6% |
| All | +2.9% | -26.8% | +29.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling