+1.3%
BBY vs AWK
-17.6%
+18.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | +0.6% | -2.1% | +2.7% | +1.1% |
| 30D | +9.4% | +2.1% | +7.3% | +8.9% |
| 3M | +19.3% | +11.4% | +8.0% | +16.6% |
| 6M | +47.9% | +3.9% | +44.0% | +46.5% |
| YTD | +39.6% | +7.7% | +31.9% | +37.0% |
| 1Y | +22.2% | +1.3% | +20.9% | +21.3% |
| 3Y | +45.0% | +7.2% | +37.8% | +37.6% |
| All | +1.3% | -17.6% | +18.8% | -7.9% |
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