+158.6%
AWK vs BUD
-2.1%
+160.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +14.3% | +6.7% | +7.6% | +12.7% |
| 3M | +10.3% | +5.7% | +4.6% | +8.9% |
| 6M | +18.9% | +5.8% | +13.1% | +17.4% |
| YTD | +17.7% | +34.4% | -16.7% | +10.2% |
| 1Y | +16.9% | +33.3% | -16.4% | +9.6% |
| 3Y | +32.2% | +48.8% | -16.6% | +20.3% |
| 5Y | -2.2% | +52.5% | -54.7% | -12.4% |
| All | +158.6% | -2.1% | +160.6% | +127.1% |
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