+3.7%
AWK vs BB
+101.1%
-97.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.5% |
| 7D | -0.7% | -2.1% | +1.3% | -0.8% |
| 30D | +2.8% | -16.0% | +18.8% | +2.2% |
| 3M | +11.3% | -14.5% | +25.8% | +10.2% |
| 6M | +6.7% | +118.6% | -111.8% | +7.2% |
| YTD | +9.4% | +98.9% | -89.6% | +9.5% |
| 1Y | +3.7% | +99.5% | -95.7% | +5.2% |
| All | +3.7% | +101.1% | -97.3% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling