+9.7%
AWK vs BAH
-32.1%
+41.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.2% | -4.3% | +6.5% | +2.5% |
| 30D | +4.4% | -4.5% | +8.9% | +4.7% |
| 3M | +15.4% | -7.6% | +23.0% | +15.6% |
| 6M | +3.5% | -10.6% | +14.1% | +3.8% |
| YTD | +9.8% | -12.6% | +22.4% | +9.9% |
| 1Y | +3.0% | -27.0% | +30.0% | +4.4% |
| 3Y | +9.7% | -31.5% | +41.1% | +9.0% |
| All | +9.7% | -32.1% | +41.8% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling