+128.5%
AWK vs BDX
+59.3%
+69.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -2.1% | -3.2% | +1.0% | -1.0% |
| 30D | +2.1% | -2.5% | +4.6% | +2.9% |
| 3M | +11.4% | +21.4% | -10.0% | +3.6% |
| 6M | +3.9% | +10.4% | -6.5% | -0.3% |
| YTD | +7.7% | +18.8% | -11.1% | 0.0% |
| 1Y | +1.3% | +21.7% | -20.4% | -7.0% |
| 3Y | +7.2% | -10.0% | +17.1% | +9.1% |
| 5Y | -17.0% | -1.8% | -15.2% | -19.4% |
| All | +128.5% | +59.3% | +69.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling