+1,647.6%
BE vs AWK
+31.4%
+1,616.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.1% | -4.0% |
| 7D | -13.4% | +2.7% | -16.1% | -11.9% |
| 30D | -33.9% | +16.7% | -50.6% | -28.2% |
| 3M | -12.0% | +11.7% | -23.7% | -6.1% |
| 6M | -29.0% | +21.9% | -50.9% | -21.4% |
| YTD | +113.4% | +17.6% | +95.8% | +135.1% |
| 1Y | +33.2% | +19.8% | +13.4% | +47.0% |
| All | +1,647.6% | +31.4% | +1,616.2% | +1,400.4% |
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 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