+967.2%
AWK vs BR
+1,312.2%
-344.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.6% |
| 7D | +2.2% | -5.9% | +8.1% | +4.3% |
| 30D | +4.4% | +1.9% | +2.5% | +3.6% |
| 3M | +15.4% | +14.7% | +0.7% | +9.7% |
| 6M | +3.5% | -12.8% | +16.3% | +7.6% |
| YTD | +9.8% | -23.0% | +32.8% | +18.8% |
| 1Y | +3.0% | -31.7% | +34.7% | +16.1% |
| 3Y | +9.7% | -4.8% | +14.4% | +8.5% |
| 5Y | -17.2% | +7.8% | -25.0% | -22.5% |
| 10Y | +126.1% | +184.1% | -58.0% | +51.4% |
| All | +967.2% | +1,312.2% | -344.9% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling