-2.5%
BND vs AWK
-17.3%
+14.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -1.0% | +2.8% | -3.7% | -1.2% |
| 3M | -1.2% | +11.3% | -12.6% | -2.3% |
| 6M | -2.0% | +6.7% | -8.7% | -2.7% |
| YTD | -1.2% | +9.4% | -10.6% | -2.2% |
| 1Y | -0.5% | +3.7% | -4.2% | -1.0% |
| 3Y | +12.4% | +9.2% | +3.2% | +10.3% |
| 5Y | -2.5% | -15.7% | +13.2% | -3.2% |
| All | -2.5% | -17.3% | +14.8% | -3.2% |
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 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