+1,784.6%
BE vs AWK
+9.6%
+1,775.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.9% | +9.6% |
| 7D | +29.8% | +2.2% | +27.6% | +30.6% |
| 30D | +26.4% | +4.4% | +22.0% | +28.1% |
| 3M | +9.3% | +15.4% | -6.0% | +13.3% |
| 6M | +105.1% | +3.5% | +101.5% | +109.7% |
| YTD | +219.0% | +9.8% | +209.2% | +228.8% |
| 1Y | +418.8% | +3.0% | +415.8% | +438.0% |
| 3Y | +1,784.6% | +9.7% | +1,774.9% | +1,639.7% |
| All | +1,784.6% | +9.6% | +1,775.0% | +1,639.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling