+97.3%
BAC vs AWK
+27.0%
+70.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | -6.9% | +15.8% | -22.7% | -7.4% |
| 3M | -19.6% | +11.0% | -30.6% | -19.9% |
| 6M | -0.5% | +21.0% | -21.4% | -1.2% |
| YTD | -6.6% | +16.7% | -23.3% | -7.3% |
| 1Y | -3.0% | +17.2% | -20.1% | -3.8% |
| 3Y | +97.3% | +29.2% | +68.1% | +77.0% |
| All | +97.3% | +27.0% | +70.3% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling