+26.1%
BIL vs AWK
+152.1%
-126.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +0.3% | +13.5% | -13.2% | +0.3% |
| 3M | +0.9% | +9.4% | -8.5% | +0.9% |
| 6M | +1.8% | +16.4% | -14.5% | +1.8% |
| YTD | +3.1% | +15.4% | -12.3% | +3.1% |
| 1Y | +3.7% | +16.8% | -13.1% | +3.7% |
| 3Y | +13.8% | +28.6% | -14.8% | +13.8% |
| 5Y | +20.2% | -4.1% | +24.3% | +20.2% |
| All | +26.1% | +152.1% | -126.0% | +26.1% |
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