+9.9%
AWK vs BLDR
-53.1%
+63.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | +1.7% | -2.8% | +4.6% | +1.9% |
| 30D | +5.6% | -13.3% | +18.8% | +6.6% |
| 3M | +15.9% | -12.3% | +28.1% | +16.7% |
| 6M | +4.6% | -31.5% | +36.0% | +7.1% |
| YTD | +10.1% | -36.1% | +46.1% | +12.8% |
| 1Y | +2.1% | -54.1% | +56.2% | +7.6% |
| All | +9.9% | -53.1% | +63.0% | +4.0% |
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