+969.7%
AWK vs BN
+800.7%
+168.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +1.7% | -2.5% | +4.2% | +2.4% |
| 30D | +5.6% | -9.5% | +15.1% | +8.3% |
| 3M | +15.9% | -10.4% | +26.2% | +19.0% |
| 6M | +4.6% | -6.4% | +10.9% | +5.5% |
| YTD | +10.1% | -11.9% | +21.9% | +12.4% |
| 1Y | +2.1% | -8.6% | +10.7% | +2.8% |
| 3Y | +9.8% | +77.6% | -67.7% | -11.5% |
| 5Y | -15.4% | +37.0% | -52.4% | -28.0% |
| 10Y | +129.4% | +266.4% | -137.0% | +43.7% |
| All | +969.7% | +800.7% | +168.9% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling