+1,043.1%
AWK vs BEN
+126.1%
+917.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +2.7% | +12.1% | -9.5% | +0.1% |
| 30D | +16.7% | +13.4% | +3.3% | +13.4% |
| 3M | +11.7% | +9.4% | +2.4% | +9.4% |
| 6M | +21.9% | +19.3% | +2.7% | +16.8% |
| YTD | +17.6% | +57.3% | -39.7% | +5.5% |
| 1Y | +19.8% | +69.1% | -49.3% | +5.7% |
| 3Y | +31.0% | +85.6% | -54.6% | +10.9% |
| 5Y | -3.0% | +32.9% | -35.9% | -12.9% |
| 10Y | +156.8% | +58.3% | +98.5% | +106.2% |
| All | +1,043.1% | +126.1% | +917.0% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling