+9.7%
AWK vs BN
+79.0%
-69.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +2.2% | -1.2% | +3.4% | +2.2% |
| 30D | +4.4% | -10.9% | +15.3% | +5.0% |
| 3M | +15.4% | -11.1% | +26.4% | +16.0% |
| 6M | +3.5% | -4.4% | +7.9% | +3.5% |
| YTD | +9.8% | -14.1% | +23.9% | +10.7% |
| 1Y | +3.0% | -11.1% | +14.0% | +3.2% |
| 3Y | +9.7% | +75.6% | -65.9% | -17.3% |
| All | +9.7% | +79.0% | -69.4% | -17.3% |
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