+26.8%
BA vs AWK
+156.2%
-129.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -7.9% | +15.5% | -23.4% | -12.7% |
| 3M | -25.2% | +10.0% | -35.2% | -27.9% |
| 6M | -26.7% | +20.4% | -47.1% | -32.0% |
| YTD | -19.6% | +17.1% | -36.7% | -24.9% |
| 1Y | -10.6% | +18.3% | -28.8% | -16.9% |
| 3Y | -11.2% | +30.4% | -41.6% | -24.9% |
| 5Y | -20.4% | -2.7% | -17.8% | -23.0% |
| 10Y | +26.8% | +154.7% | -127.9% | -8.9% |
| All | +26.8% | +156.2% | -129.4% | -8.9% |
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