-16.7%
AWK vs BB
-25.5%
+8.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +4.3% | -12.2% | +16.5% | +4.8% |
| 3M | +12.5% | -12.3% | +24.9% | +12.5% |
| 6M | +3.3% | +122.7% | -119.4% | -2.1% |
| YTD | +9.8% | +104.5% | -94.7% | +4.4% |
| 1Y | +2.9% | +106.7% | -103.8% | -2.5% |
| 3Y | +9.6% | +70.0% | -60.3% | +2.5% |
| 5Y | -16.7% | -27.8% | +11.1% | -22.2% |
| All | -16.7% | -25.5% | +8.8% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling