+158.6%
AWK vs BLDR
+479.0%
-320.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.4% |
| 30D | +14.3% | +20.1% | -5.8% | +11.8% |
| 3M | +10.3% | -17.5% | +27.8% | +12.2% |
| 6M | +18.9% | -16.1% | +35.0% | +20.3% |
| YTD | +17.7% | -41.0% | +58.7% | +22.9% |
| 1Y | +16.9% | -41.6% | +58.4% | +22.0% |
| 3Y | +32.2% | -50.8% | +83.0% | +37.3% |
| 5Y | -2.2% | -10.8% | +8.6% | -7.9% |
| All | +158.6% | +479.0% | -320.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling