+153.5%
AWK vs BN
+297.2%
-143.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +13.5% | +13.6% | -0.1% | +9.7% |
| 3M | +9.4% | -6.7% | +16.0% | +11.1% |
| 6M | +16.4% | -9.0% | +25.4% | +18.7% |
| YTD | +15.4% | -8.8% | +24.2% | +16.7% |
| 1Y | +16.8% | -10.6% | +27.4% | +18.6% |
| 3Y | +28.6% | +98.8% | -70.2% | -4.1% |
| 5Y | -4.1% | +33.6% | -37.7% | -19.7% |
| All | +153.5% | +297.2% | -143.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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