+3.0%
AWK vs BAM
-12.8%
+15.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.0% |
| 30D | +4.4% | -6.0% | +10.4% | +3.8% |
| 3M | +15.4% | +7.3% | +8.0% | +17.1% |
| 6M | +3.5% | +8.2% | -4.7% | +5.5% |
| YTD | +9.8% | -3.8% | +13.6% | +11.0% |
| 1Y | +3.0% | -10.7% | +13.7% | +3.1% |
| All | +3.0% | -12.8% | +15.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling