+9.3%
AWK vs BIYA
-99.9%
+109.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -2.6% | +10.0% | -12.6% | -2.6% |
| 30D | +14.2% | -17.7% | +31.8% | +14.1% |
| 3M | +10.0% | -55.0% | +65.1% | +9.9% |
| 6M | +17.1% | -85.1% | +102.2% | +17.4% |
| YTD | +16.1% | -96.9% | +113.0% | +15.9% |
| 1Y | +17.5% | -98.5% | +116.0% | +16.5% |
| All | +9.3% | -99.9% | +109.2% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling