-22.1%
BA vs AWK
-1.1%
-21.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +1.1% | +4.1% | -3.0% | +0.4% |
| 30D | -7.9% | +18.0% | -25.9% | -10.3% |
| 3M | -25.3% | +12.2% | -37.5% | -26.7% |
| 6M | -24.6% | +21.2% | -45.8% | -27.0% |
| YTD | -20.1% | +17.6% | -37.7% | -22.4% |
| 1Y | -11.8% | +19.2% | -31.0% | -14.5% |
| 3Y | -10.1% | +26.7% | -36.9% | -18.1% |
| All | -22.1% | -1.1% | -21.1% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling