+158.6%
AWK vs BN
+290.8%
-132.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +14.3% | +14.0% | +0.3% | +10.3% |
| 3M | +10.3% | -9.0% | +19.3% | +12.8% |
| 6M | +18.9% | -8.8% | +27.8% | +21.2% |
| YTD | +17.7% | -10.3% | +28.0% | +19.5% |
| 1Y | +16.9% | -5.8% | +22.7% | +16.9% |
| 3Y | +32.2% | +94.8% | -62.6% | -0.8% |
| 5Y | -2.2% | +31.5% | -33.6% | -17.8% |
| All | +158.6% | +290.8% | -132.3% | +41.2% |
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