+389.6%
BE vs AWK
+3.3%
+386.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | +23.9% | +0.6% | +23.3% | +25.0% |
| 30D | +27.8% | +4.3% | +23.6% | +37.0% |
| 3M | +3.7% | +12.5% | -8.8% | +28.0% |
| 6M | +78.0% | +3.3% | +74.7% | +90.9% |
| YTD | +209.9% | +9.8% | +200.1% | +277.3% |
| 1Y | +389.6% | +2.9% | +386.7% | +448.4% |
| All | +389.6% | +3.3% | +386.3% | +448.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling