+136.1%
AWK vs BLDR
+357.1%
-221.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | +4.3% | -14.7% | +19.0% | +6.0% |
| 3M | +12.5% | -20.8% | +33.4% | +15.0% |
| 6M | +3.3% | -35.3% | +38.6% | +7.5% |
| YTD | +9.8% | -40.3% | +50.1% | +14.8% |
| 1Y | +2.9% | -56.3% | +59.2% | +11.3% |
| 3Y | +9.6% | -56.1% | +65.7% | +15.7% |
| 5Y | -16.7% | +12.9% | -29.6% | -23.3% |
| 10Y | +136.1% | +386.5% | -250.4% | +87.2% |
| All | +136.1% | +357.1% | -221.0% | +87.2% |
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