+136.1%
AWK vs BN
+257.9%
-121.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | +4.3% | -13.0% | +17.3% | +8.1% |
| 3M | +12.5% | -15.2% | +27.8% | +17.3% |
| 6M | +3.3% | -5.9% | +9.2% | +4.0% |
| YTD | +9.8% | -15.8% | +25.5% | +13.5% |
| 1Y | +2.9% | -12.2% | +15.1% | +4.6% |
| 3Y | +9.6% | +72.2% | -62.6% | -14.6% |
| 5Y | -16.7% | +33.2% | -49.9% | -30.8% |
| 10Y | +136.1% | +264.7% | -128.6% | +32.7% |
| All | +136.1% | +257.9% | -121.9% | +32.7% |
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