+154.7%
AWK vs BN
+281.2%
-126.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | +15.5% | +13.5% | +2.0% | +11.6% |
| 3M | +10.0% | -5.9% | +15.9% | +11.5% |
| 6M | +20.4% | -8.9% | +29.3% | +22.8% |
| YTD | +17.1% | -7.9% | +24.9% | +18.1% |
| 1Y | +18.3% | -8.3% | +26.5% | +19.2% |
| 3Y | +30.4% | +100.8% | -70.4% | -3.0% |
| 5Y | -2.7% | +38.2% | -40.9% | -19.4% |
| 10Y | +154.7% | +302.3% | -147.6% | +37.9% |
| All | +154.7% | +281.2% | -126.5% | +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