+391.8%
BAC vs AWK
+126.2%
+265.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.2% | +2.2% | -1.0% | +0.6% |
| 30D | -0.7% | +4.4% | -5.2% | -2.0% |
| 3M | +16.9% | +15.4% | +1.6% | +12.0% |
| 6M | +29.6% | +3.5% | +26.1% | +27.7% |
| YTD | +15.3% | +9.8% | +5.5% | +11.3% |
| 1Y | +28.8% | +3.0% | +25.8% | +26.6% |
| 3Y | +136.4% | +9.7% | +126.7% | +122.3% |
| 5Y | +72.9% | -17.2% | +90.1% | +76.5% |
| 10Y | +391.8% | +126.1% | +265.7% | +352.6% |
| All | +391.8% | +126.2% | +265.6% | +352.6% |
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 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