-17.2%
AWK vs BAH
-2.8%
-14.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +2.2% | -4.3% | +6.5% | +2.7% |
| 30D | +4.4% | -4.5% | +8.9% | +5.0% |
| 3M | +15.4% | -7.6% | +23.0% | +16.2% |
| 6M | +3.5% | -10.6% | +14.1% | +4.4% |
| YTD | +9.8% | -12.6% | +22.4% | +10.4% |
| 1Y | +3.0% | -27.0% | +30.0% | +6.3% |
| 3Y | +9.7% | -31.5% | +41.1% | +8.4% |
| 5Y | -17.2% | -3.8% | -13.3% | -26.7% |
| All | -17.2% | -2.8% | -14.3% | -26.7% |
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