+20.0%
AWK vs BR
-14.2%
+34.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.7% |
| 7D | +7.0% | +7.0% | +0.1% | +5.8% |
| 30D | +17.0% | +19.0% | -1.9% | +14.3% |
| 3M | +12.4% | +13.1% | -0.7% | +10.4% |
| 6M | +19.6% | +24.6% | -5.0% | +15.4% |
| YTD | +17.0% | -13.6% | +30.6% | +18.0% |
| 1Y | +20.0% | -13.1% | +33.1% | +21.9% |
| All | +20.0% | -14.2% | +34.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling