+1,037.8%
AWK vs BN
+841.6%
+196.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | +15.5% | +13.5% | +2.0% | +11.7% |
| 3M | +10.0% | -5.9% | +15.9% | +11.5% |
| 6M | +20.4% | -8.9% | +29.3% | +22.7% |
| YTD | +17.1% | -7.9% | +24.9% | +18.0% |
| 1Y | +18.3% | -8.3% | +26.5% | +19.1% |
| 3Y | +30.4% | +100.8% | -70.4% | +1.4% |
| 5Y | -2.7% | +38.2% | -40.9% | -17.3% |
| 10Y | +154.7% | +302.3% | -147.6% | +55.6% |
| All | +1,037.8% | +841.6% | +196.2% | +449.1% |
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