+1,028.7%
AWK vs BN
+832.2%
+196.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | +14.2% | +13.6% | +0.6% | +10.4% |
| 3M | +10.0% | -6.7% | +16.7% | +11.8% |
| 6M | +17.1% | -9.0% | +26.1% | +19.4% |
| YTD | +16.1% | -8.8% | +24.9% | +17.4% |
| 1Y | +17.5% | -10.6% | +28.1% | +19.2% |
| 3Y | +29.3% | +98.8% | -69.4% | +0.9% |
| 5Y | -3.5% | +33.6% | -37.1% | -17.2% |
| 10Y | +152.7% | +298.3% | -145.6% | +54.8% |
| All | +1,028.7% | +832.2% | +196.6% | +446.1% |
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