+3.7%
AWK vs BN
-13.5%
+17.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.5% |
| 7D | -0.7% | -5.9% | +5.1% | -1.5% |
| 30D | +2.8% | -15.1% | +17.8% | +0.6% |
| 3M | +11.3% | -14.6% | +25.9% | +9.1% |
| 6M | +6.7% | -8.4% | +15.2% | +6.2% |
| YTD | +9.4% | -16.8% | +26.2% | +8.4% |
| 1Y | +3.7% | -14.4% | +18.1% | +3.8% |
| All | +3.7% | -13.5% | +17.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling