+26.7%
AWK vs BUD
+49.3%
-22.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +4.1% | +4.5% | -0.4% | +2.8% |
| 30D | +18.0% | +12.5% | +5.5% | +14.1% |
| 3M | +12.2% | 0.0% | +12.2% | +12.1% |
| 6M | +21.2% | +3.8% | +17.4% | +19.7% |
| YTD | +17.6% | +33.1% | -15.5% | +7.5% |
| 1Y | +19.2% | +35.5% | -16.3% | +8.4% |
| 3Y | +26.7% | +49.4% | -22.7% | -0.3% |
| All | +26.7% | +49.3% | -22.6% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling