+40.6%
BBY vs AWK
+9.5%
+31.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +5.8% | +2.8% | +3.0% | +5.6% |
| 3M | +18.0% | +11.3% | +6.7% | +17.2% |
| 6M | +39.8% | +6.7% | +33.1% | +39.4% |
| YTD | +35.4% | +9.4% | +26.0% | +34.8% |
| 1Y | +21.4% | +3.7% | +17.7% | +21.0% |
| All | +40.6% | +9.5% | +31.2% | +36.8% |
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