+7.2%
AWK vs BG
+18.0%
-10.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.1% | +3.1% | -5.3% | -2.4% |
| 30D | +2.1% | +10.2% | -8.2% | +1.1% |
| 3M | +11.4% | -1.7% | +13.0% | +11.5% |
| 6M | +3.9% | +1.0% | +2.9% | +3.6% |
| YTD | +7.7% | +39.9% | -32.2% | +3.1% |
| 1Y | +1.3% | +53.2% | -51.9% | -4.1% |
| 3Y | +7.2% | +16.3% | -9.1% | +6.3% |
| All | +7.2% | +18.0% | -10.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling