+26.6%
BIL vs AWK
+1,037.8%
-1,011.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | 0.0% | +15.5% | -15.5% | 0.0% |
| 3M | +0.6% | +10.0% | -9.4% | +0.6% |
| 6M | +1.5% | +20.4% | -18.9% | +1.5% |
| YTD | +2.8% | +17.1% | -14.3% | +2.8% |
| 1Y | +3.3% | +18.3% | -14.9% | +3.4% |
| 3Y | +13.4% | +30.4% | -16.9% | +13.5% |
| 5Y | +19.8% | -2.7% | +22.5% | +19.8% |
| 10Y | +25.7% | +154.7% | -129.0% | +26.0% |
| All | +26.6% | +1,037.8% | -1,011.2% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling