+1,083.9%
AWK vs BUD
+222.5%
+861.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.5% |
| 7D | +2.7% | +6.0% | -3.3% | +1.3% |
| 30D | +16.7% | +11.3% | +5.4% | +13.9% |
| 3M | +11.7% | +3.6% | +8.2% | +10.8% |
| 6M | +21.9% | +7.7% | +14.2% | +19.7% |
| YTD | +17.6% | +36.4% | -18.8% | +9.2% |
| 1Y | +19.8% | +37.8% | -18.1% | +10.9% |
| 3Y | +31.0% | +51.2% | -20.3% | +17.9% |
| 5Y | -3.0% | +53.4% | -56.4% | -13.9% |
| 10Y | +156.8% | -3.2% | +160.0% | +141.4% |
| All | +1,083.9% | +222.5% | +861.4% | +713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling