+251.1%
BA vs AWK
+969.7%
-718.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +1.7% | -0.6% | +0.5% |
| 30D | -11.6% | +5.6% | -17.2% | -13.6% |
| 3M | -2.4% | +15.9% | -18.2% | -8.5% |
| 6M | -6.6% | +4.6% | -11.2% | -9.0% |
| YTD | -2.2% | +10.1% | -12.3% | -6.9% |
| 1Y | -8.0% | +2.1% | -10.1% | -9.9% |
| 3Y | -5.0% | +9.8% | -14.8% | -13.5% |
| 5Y | -2.7% | -15.4% | +12.6% | -1.0% |
| 10Y | +75.9% | +129.4% | -53.5% | +9.2% |
| All | +251.1% | +969.7% | -718.6% | -14.1% |
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