+31.4%
AWK vs BLDR
-49.4%
+80.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | 0.0% | -10.3% | +10.3% | +0.7% |
| 30D | +15.5% | +19.6% | -4.0% | +14.0% |
| 3M | +10.0% | -17.0% | +27.0% | +10.8% |
| 6M | +20.4% | -16.7% | +37.2% | +21.1% |
| YTD | +17.1% | -39.4% | +56.5% | +19.2% |
| 1Y | +18.3% | -41.7% | +59.9% | +20.6% |
| All | +31.4% | -49.4% | +80.8% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling