+777.4%
BLK vs AWK
+966.9%
-189.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -4.8% | +4.3% | -9.1% | -6.8% |
| 3M | +6.5% | +12.5% | -6.1% | -0.3% |
| 6M | +13.1% | +3.3% | +9.9% | +10.1% |
| YTD | +1.8% | +9.8% | -8.0% | -4.6% |
| 1Y | -1.0% | +2.9% | -3.9% | -4.4% |
| 3Y | +66.0% | +9.6% | +56.3% | +49.4% |
| 5Y | +31.2% | -16.7% | +47.9% | +36.7% |
| 10Y | +278.5% | +136.1% | +142.4% | +101.7% |
| All | +777.4% | +966.9% | -189.5% | +39.7% |
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