+37.8%
AWK vs BBIO
+136.7%
-98.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -3.2% | +1.1% | -2.1% |
| 30D | +2.1% | -13.6% | +15.7% | +2.4% |
| 3M | +11.4% | +7.2% | +4.1% | +11.1% |
| 6M | +3.9% | +1.5% | +2.4% | +3.7% |
| YTD | +7.7% | -5.3% | +13.0% | +7.6% |
| 1Y | +1.3% | +37.7% | -36.4% | 0.0% |
| 3Y | +7.2% | +153.9% | -146.7% | +2.9% |
| 5Y | -17.0% | +43.9% | -60.9% | -23.8% |
| All | +37.8% | +136.7% | -98.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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