+216.9%
B vs AWK
+153.6%
+63.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -6.2% | -2.6% | -3.6% | -5.5% |
| 30D | -6.6% | +14.2% | -20.8% | -10.2% |
| 3M | -7.9% | +10.0% | -17.9% | -10.5% |
| 6M | -16.8% | +17.1% | -33.9% | -20.8% |
| YTD | -11.7% | +16.1% | -27.8% | -16.2% |
| 1Y | +3.5% | +17.5% | -14.0% | -2.3% |
| 3Y | +165.7% | +29.3% | +136.4% | +140.0% |
| 5Y | +108.4% | -3.5% | +111.9% | +104.4% |
| All | +216.9% | +153.6% | +63.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling