-0.9%
AWK vs BURL
-17.2%
+16.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +4.1% | +4.1% | 0.0% | +3.9% |
| 30D | +18.0% | -9.5% | +27.5% | +18.5% |
| 3M | +12.2% | -33.5% | +45.7% | +14.5% |
| 6M | +21.2% | -22.1% | +43.3% | +22.6% |
| YTD | +17.6% | -14.6% | +32.1% | +18.0% |
| 1Y | +19.2% | -8.4% | +27.6% | +19.1% |
| 3Y | +26.7% | +86.6% | -59.8% | +14.5% |
| All | -0.9% | -17.2% | +16.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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