+26.2%
BIL vs AWK
+969.7%
-943.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.3% | +5.6% | -5.2% | +0.3% |
| 3M | +0.9% | +15.9% | -14.9% | +1.0% |
| 6M | +1.8% | +4.6% | -2.7% | +1.8% |
| YTD | +2.4% | +10.1% | -7.6% | +2.5% |
| 1Y | +3.7% | +2.1% | +1.6% | +3.7% |
| 3Y | +14.2% | +9.8% | +4.3% | +14.2% |
| 5Y | +19.4% | -15.4% | +34.8% | +19.4% |
| 10Y | +25.2% | +129.4% | -104.2% | +25.5% |
| All | +26.2% | +969.7% | -943.5% | +27.2% |
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