-3.0%
AWK vs BN
+34.7%
-37.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +2.7% | +4.3% | -1.6% | +1.9% |
| 30D | +16.7% | +14.3% | +2.4% | +14.0% |
| 3M | +11.7% | -4.1% | +15.8% | +12.3% |
| 6M | +21.9% | -9.7% | +31.6% | +23.6% |
| YTD | +17.6% | -7.1% | +24.8% | +18.2% |
| 1Y | +19.8% | -7.4% | +27.2% | +20.3% |
| 3Y | +31.0% | +102.3% | -71.4% | -0.1% |
| 5Y | -3.0% | +35.9% | -38.9% | -19.2% |
| All | -3.0% | +34.7% | -37.6% | -19.2% |
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 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