-17.2%
AWK vs BN
+35.3%
-52.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | +4.4% | -10.9% | +15.3% | +6.4% |
| 3M | +15.4% | -11.1% | +26.4% | +17.5% |
| 6M | +3.5% | -4.4% | +7.9% | +3.7% |
| YTD | +9.8% | -14.1% | +23.9% | +11.9% |
| 1Y | +3.0% | -11.1% | +14.0% | +3.9% |
| 3Y | +9.7% | +75.6% | -65.9% | -12.9% |
| 5Y | -17.2% | +35.8% | -52.9% | -31.3% |
| All | -17.2% | +35.3% | -52.5% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling