+737.9%
BE vs AWK
+101.2%
+636.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.5% | +13.4% | +13.1% |
| 7D | +4.5% | 0.0% | +4.5% | +4.4% |
| 30D | -20.1% | +15.5% | -35.7% | -22.7% |
| 3M | -0.8% | +10.0% | -10.8% | -3.2% |
| 6M | -26.2% | +20.4% | -46.6% | -30.2% |
| YTD | +141.1% | +17.1% | +124.0% | +127.7% |
| 1Y | +64.8% | +18.3% | +46.6% | +54.1% |
| 3Y | +1,887.4% | +30.4% | +1,857.0% | +1,594.9% |
| 5Y | +518.1% | -2.7% | +520.7% | +486.8% |
| All | +737.9% | +101.2% | +636.6% | +794.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling