+3.3%
AWK vs BIYA
-99.8%
+103.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.6% | +2.7% | -2.1% | +0.6% |
| 30D | +4.3% | -16.7% | +21.0% | +4.3% |
| 3M | +12.5% | -74.6% | +87.2% | +12.7% |
| 6M | +3.3% | -85.4% | +88.7% | +3.5% |
| YTD | +9.8% | -94.2% | +103.9% | +9.6% |
| 1Y | +2.9% | -98.6% | +101.5% | +1.5% |
| All | +3.3% | -99.8% | +103.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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