+934.0%
BE vs AWK
+88.0%
+845.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +9.7% | -0.7% | +10.5% | +9.9% |
| 30D | +22.4% | +2.8% | +19.6% | +21.6% |
| 3M | +10.4% | +11.3% | -1.0% | +6.6% |
| 6M | +67.9% | +6.7% | +61.1% | +63.4% |
| YTD | +197.5% | +9.4% | +188.1% | +185.8% |
| 1Y | +310.6% | +3.7% | +306.8% | +296.7% |
| 3Y | +1,657.2% | +9.2% | +1,648.0% | +1,501.8% |
| 5Y | +1,218.2% | -15.7% | +1,233.9% | +1,196.6% |
| All | +934.0% | +88.0% | +845.9% | +1,022.9% |
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 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