+33.0%
BLK vs AWK
-17.6%
+50.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.1% |
| 7D | -3.3% | -2.1% | -1.2% | -2.6% |
| 30D | -6.5% | +2.1% | -8.6% | -7.2% |
| 3M | +6.7% | +11.4% | -4.6% | +2.6% |
| 6M | +14.7% | +3.9% | +10.8% | +12.6% |
| YTD | +2.5% | +7.7% | -5.2% | -1.1% |
| 1Y | -2.8% | +1.3% | -4.1% | -4.1% |
| 3Y | +65.9% | +7.2% | +58.7% | +54.4% |
| All | +33.0% | -17.6% | +50.6% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling