+120.2%
BKR vs AWK
+132.0%
-11.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | -7.0% | -2.1% | -4.9% | -6.6% |
| 30D | -8.1% | +2.1% | -10.2% | -8.5% |
| 3M | -6.6% | +11.4% | -18.0% | -8.8% |
| 6M | +0.9% | +3.9% | -3.1% | -0.3% |
| YTD | +31.1% | +7.7% | +23.4% | +28.4% |
| 1Y | +27.7% | +1.3% | +26.4% | +26.5% |
| 3Y | +71.2% | +7.2% | +64.1% | +64.1% |
| 5Y | +177.6% | -17.0% | +194.6% | +183.5% |
| All | +120.2% | +132.0% | -11.8% | +95.6% |
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