+251.7%
BAC vs AWK
+146.2%
+105.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +2.0% | +1.2% | +0.8% | +1.6% |
| 30D | -6.9% | +15.8% | -22.7% | -10.8% |
| 3M | -19.6% | +11.0% | -30.6% | -22.1% |
| 6M | -0.5% | +21.0% | -21.4% | -6.1% |
| YTD | -6.6% | +16.7% | -23.3% | -11.5% |
| 1Y | -3.0% | +17.2% | -20.1% | -8.3% |
| 3Y | +97.3% | +29.2% | +68.1% | +75.4% |
| 5Y | +21.9% | -2.3% | +24.2% | +17.8% |
| 10Y | +251.7% | +150.5% | +101.1% | +235.3% |
| All | +251.7% | +146.2% | +105.4% | +235.3% |
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