-17.2%
AWK vs BLDR
+16.0%
-33.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +4.4% | -16.2% | +20.7% | +6.3% |
| 3M | +15.4% | -14.4% | +29.8% | +16.8% |
| 6M | +3.5% | -32.8% | +36.3% | +7.3% |
| YTD | +9.8% | -39.2% | +49.0% | +14.5% |
| 1Y | +3.0% | -57.7% | +60.7% | +11.9% |
| 3Y | +9.7% | -55.3% | +64.9% | +14.2% |
| 5Y | -17.2% | +15.6% | -32.8% | -24.7% |
| All | -17.2% | +16.0% | -33.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling