+266.9%
BBY vs AWK
+967.2%
-700.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +8.1% | +2.2% | +5.9% | +7.2% |
| 30D | +8.9% | +4.4% | +4.5% | +7.2% |
| 3M | +22.0% | +15.4% | +6.7% | +15.3% |
| 6M | +37.8% | +3.5% | +34.3% | +35.4% |
| YTD | +37.3% | +9.8% | +27.5% | +31.5% |
| 1Y | +21.6% | +3.0% | +18.6% | +18.8% |
| 3Y | +41.5% | +9.7% | +31.8% | +30.8% |
| 5Y | +1.2% | -17.2% | +18.4% | +4.3% |
| 10Y | +237.8% | +126.1% | +111.7% | +115.9% |
| All | +266.9% | +967.2% | -700.3% | -3.6% |
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