+56.4%
BKR vs AWK
+966.9%
-910.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -0.7% | +4.3% | -5.0% | -2.2% |
| 3M | +0.5% | +12.5% | -12.0% | -4.0% |
| 6M | +6.6% | +3.3% | +3.3% | +4.5% |
| YTD | +41.3% | +9.8% | +31.5% | +35.0% |
| 1Y | +42.2% | +2.9% | +39.3% | +38.6% |
| 3Y | +83.4% | +9.6% | +73.8% | +69.1% |
| 5Y | +203.6% | -16.7% | +220.3% | +208.7% |
| 10Y | +139.9% | +136.1% | +3.8% | +37.4% |
| All | +56.4% | +966.9% | -910.5% | -67.0% |
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