+967.2%
AWK vs BNS
+366.5%
+600.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +2.2% | +1.8% | +0.4% | +1.7% |
| 30D | +4.4% | +4.5% | -0.1% | +3.0% |
| 3M | +15.4% | +15.8% | -0.4% | +10.4% |
| 6M | +3.5% | +31.5% | -28.0% | -4.6% |
| YTD | +9.8% | +28.6% | -18.8% | +1.6% |
| 1Y | +3.0% | +48.2% | -45.2% | -8.6% |
| 3Y | +9.7% | +130.8% | -121.1% | -14.9% |
| 5Y | -17.2% | +94.9% | -112.0% | -33.1% |
| 10Y | +126.1% | +179.6% | -53.5% | +59.9% |
| All | +967.2% | +366.5% | +600.8% | +542.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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