-0.9%
BA vs AWK
-15.4%
+14.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | +1.2% | +1.7% | -0.6% | +0.9% |
| 30D | -11.6% | +5.6% | -17.2% | -12.4% |
| 3M | -2.4% | +15.9% | -18.2% | -4.7% |
| 6M | -6.6% | +4.6% | -11.2% | -7.4% |
| YTD | -2.2% | +10.1% | -12.3% | -3.9% |
| 1Y | -8.0% | +2.1% | -10.1% | -8.5% |
| 3Y | -5.0% | +9.8% | -14.8% | -9.2% |
| All | -0.9% | -15.4% | +14.5% | -4.7% |
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