+185.3%
BA vs AWK
+1,058.8%
-873.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.3% |
| 7D | -0.1% | +7.2% | -7.3% | -2.9% |
| 30D | -9.1% | +19.0% | -28.2% | -15.5% |
| 3M | -28.2% | +14.4% | -42.5% | -32.2% |
| 6M | -23.1% | +22.6% | -45.7% | -29.8% |
| YTD | -20.6% | +19.2% | -39.8% | -27.0% |
| 1Y | -12.7% | +19.6% | -32.3% | -20.0% |
| 3Y | -11.6% | +26.1% | -37.7% | -24.3% |
| 5Y | -23.1% | +0.1% | -23.2% | -27.4% |
| 10Y | +34.4% | +163.3% | -129.0% | -21.5% |
| All | +185.3% | +1,058.8% | -873.5% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling