+1,043.1%
AWK vs BB
-92.5%
+1,135.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | +2.7% | +11.6% | -8.9% | +2.2% |
| 30D | +16.7% | +2.6% | +14.1% | +16.3% |
| 3M | +11.7% | +3.5% | +8.2% | +11.2% |
| 6M | +21.9% | +43.5% | -21.6% | +18.6% |
| YTD | +17.6% | +141.2% | -123.6% | +11.2% |
| 1Y | +19.8% | +97.4% | -77.6% | +14.3% |
| 3Y | +31.0% | +151.1% | -120.1% | +21.0% |
| 5Y | -3.0% | -12.8% | +9.8% | -6.7% |
| 10Y | +156.8% | +27.5% | +129.3% | +123.3% |
| All | +1,043.1% | -92.5% | +1,135.6% | +1,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling