+136.1%
AWK vs BUD
-24.2%
+160.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +4.3% | -6.1% | +10.4% | +5.7% |
| 3M | +12.5% | -3.8% | +16.3% | +13.4% |
| 6M | +3.3% | +8.2% | -4.9% | +1.3% |
| YTD | +9.8% | +23.6% | -13.8% | +4.6% |
| 1Y | +2.9% | +33.4% | -30.5% | -3.5% |
| 3Y | +9.6% | +45.3% | -35.7% | +0.4% |
| 5Y | -16.7% | +44.3% | -60.9% | -24.5% |
| 10Y | +136.1% | -22.8% | +158.9% | +121.4% |
| All | +136.1% | -24.2% | +160.3% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling