+158.6%
AWK vs BB
+21.8%
+136.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.4% |
| 7D | +0.1% | +1.8% | -1.7% | +0.1% |
| 30D | +14.3% | +8.1% | +6.1% | +13.9% |
| 3M | +10.3% | -1.0% | +11.3% | +10.1% |
| 6M | +18.9% | +45.9% | -27.0% | +16.8% |
| YTD | +17.7% | +134.8% | -117.1% | +13.7% |
| 1Y | +16.9% | +104.6% | -87.7% | +13.3% |
| 3Y | +32.2% | +152.8% | -120.7% | +25.2% |
| 5Y | -2.2% | -17.4% | +15.3% | -5.5% |
| All | +158.6% | +21.8% | +136.8% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling