+16.9%
AWK vs BEN
+65.1%
-48.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.4% |
| 7D | +0.1% | +6.8% | -6.6% | +1.0% |
| 30D | +14.3% | +18.0% | -3.7% | +16.6% |
| 3M | +10.3% | +7.5% | +2.8% | +11.3% |
| 6M | +18.9% | +14.7% | +4.2% | +21.2% |
| YTD | +17.7% | +56.1% | -38.4% | +20.4% |
| 1Y | +16.9% | +69.6% | -52.7% | +17.9% |
| All | +16.9% | +65.1% | -48.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling