+59.4%
BE vs AWK
+16.7%
+42.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -5.8% |
| 7D | +20.5% | -3.2% | +23.7% | +14.9% |
| 30D | -23.4% | +13.5% | -36.8% | -5.9% |
| 3M | -14.9% | +9.4% | -24.2% | -1.0% |
| 6M | -28.1% | +16.4% | -44.4% | -6.9% |
| YTD | +132.4% | +15.4% | +117.0% | +203.6% |
| 1Y | +59.4% | +16.8% | +42.5% | +121.4% |
| All | +59.4% | +16.7% | +42.7% | +121.4% |
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