+31.0%
AWK vs BN
+100.8%
-69.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +2.7% | +4.3% | -1.6% | +2.6% |
| 30D | +16.7% | +14.3% | +2.4% | +16.5% |
| 3M | +11.7% | -4.1% | +15.8% | +11.5% |
| 6M | +21.9% | -9.7% | +31.6% | +21.7% |
| YTD | +17.6% | -7.1% | +24.8% | +17.7% |
| 1Y | +19.8% | -7.4% | +27.2% | +19.8% |
| 3Y | +31.0% | +102.3% | -71.4% | -1.3% |
| All | +31.0% | +100.8% | -69.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling