+138.1%
BAC vs AWK
+969.7%
-831.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.3% |
| 30D | -0.4% | +5.6% | -6.0% | -2.9% |
| 3M | +16.9% | +15.9% | +1.0% | +8.7% |
| 6M | +26.6% | +4.6% | +22.0% | +22.9% |
| YTD | +15.8% | +10.1% | +5.7% | +9.1% |
| 1Y | +27.2% | +2.1% | +25.1% | +23.6% |
| 3Y | +132.4% | +9.8% | +122.6% | +110.7% |
| 5Y | +72.6% | -15.4% | +87.9% | +75.3% |
| 10Y | +389.7% | +129.4% | +260.3% | +151.0% |
| All | +138.1% | +969.7% | -831.6% | -69.3% |
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 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