+380.9%
AWK vs BURL
+987.9%
-607.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +7.2% | +3.5% | +3.7% | +6.8% |
| 30D | +19.0% | -9.3% | +28.3% | +20.0% |
| 3M | +14.4% | -32.1% | +46.5% | +18.2% |
| 6M | +22.6% | -19.8% | +42.4% | +24.6% |
| YTD | +19.2% | -13.2% | +32.4% | +19.9% |
| 1Y | +19.6% | -7.8% | +27.4% | +19.3% |
| 3Y | +26.1% | +89.3% | -63.2% | +13.0% |
| 5Y | +0.1% | -15.8% | +15.9% | -4.0% |
| 10Y | +163.3% | +262.2% | -98.8% | +115.9% |
| All | +380.9% | +987.9% | -607.0% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling