+289.9%
BNY vs AWK
+7.8%
+282.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | -1.3% | -2.1% | +0.8% | -1.2% |
| 30D | -0.2% | +2.1% | -2.2% | -0.3% |
| 3M | +14.9% | +11.4% | +3.6% | +13.8% |
| 6M | +40.0% | +3.9% | +36.1% | +39.5% |
| YTD | +42.0% | +7.7% | +34.3% | +40.8% |
| 1Y | +56.9% | +1.3% | +55.5% | +57.1% |
| 3Y | +289.9% | +7.2% | +282.7% | +269.1% |
| All | +289.9% | +7.8% | +282.1% | +269.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling