-3.0%
AWK vs BAH
+10.2%
-13.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +16.7% | +18.2% | -1.6% | +14.1% |
| 3M | +11.7% | +13.1% | -1.3% | +9.8% |
| 6M | +21.9% | +15.2% | +6.7% | +18.9% |
| YTD | +17.6% | +6.0% | +11.6% | +15.2% |
| 1Y | +19.8% | +3.1% | +16.7% | +17.7% |
| 3Y | +31.0% | -26.2% | +57.2% | +30.4% |
| 5Y | -3.0% | +9.3% | -12.3% | -16.7% |
| All | -3.0% | +10.2% | -13.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling