-15.7%
AWK vs BG
+88.4%
-104.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -0.7% | +3.7% | -4.5% | -1.1% |
| 30D | +2.8% | +12.3% | -9.6% | +1.6% |
| 3M | +11.3% | -2.2% | +13.5% | +11.5% |
| 6M | +6.7% | +5.3% | +1.4% | +5.9% |
| YTD | +9.4% | +42.4% | -33.0% | +5.0% |
| 1Y | +3.7% | +55.2% | -51.5% | -1.4% |
| 3Y | +9.2% | +21.0% | -11.7% | +5.8% |
| 5Y | -15.7% | +87.1% | -102.8% | -18.5% |
| All | -15.7% | +88.4% | -104.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling