+72.9%
BAC vs AWK
-15.0%
+87.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.2% | +2.2% | -1.0% | +0.8% |
| 30D | -0.7% | +4.4% | -5.2% | -1.5% |
| 3M | +16.9% | +15.4% | +1.6% | +13.8% |
| 6M | +29.6% | +3.5% | +26.1% | +28.5% |
| YTD | +15.3% | +9.8% | +5.5% | +12.7% |
| 1Y | +28.8% | +3.0% | +25.8% | +27.7% |
| 3Y | +136.4% | +9.7% | +126.7% | +123.2% |
| 5Y | +72.9% | -17.2% | +90.1% | +54.2% |
| All | +72.9% | -15.0% | +87.9% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling