+9.7%
AWK vs BB
+68.2%
-58.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | +4.4% | -12.4% | +16.8% | +4.5% |
| 3M | +15.4% | -15.3% | +30.7% | +15.2% |
| 6M | +3.5% | +128.8% | -125.3% | +1.3% |
| YTD | +9.8% | +107.7% | -97.9% | +7.6% |
| 1Y | +3.0% | +103.9% | -100.9% | +0.8% |
| 3Y | +9.7% | +72.6% | -62.9% | +5.3% |
| All | +9.7% | +68.2% | -58.5% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling