-17.2%
AWK vs BUD
+45.2%
-62.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +4.4% | -4.8% | +9.2% | +5.8% |
| 3M | +15.4% | +1.4% | +14.0% | +14.9% |
| 6M | +3.5% | +9.9% | -6.3% | +0.5% |
| YTD | +9.8% | +26.3% | -16.5% | +2.3% |
| 1Y | +3.0% | +36.1% | -33.2% | -6.1% |
| 3Y | +9.7% | +48.6% | -38.9% | -3.6% |
| 5Y | -17.2% | +45.0% | -62.2% | -30.8% |
| All | -17.2% | +45.2% | -62.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling