+498.6%
BNY vs AWK
+963.1%
-464.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | +1.4% | +2.8% | -1.4% | +0.2% |
| 3M | +16.8% | +11.3% | +5.5% | +11.2% |
| 6M | +42.0% | +6.7% | +35.3% | +37.0% |
| YTD | +41.9% | +9.4% | +32.5% | +34.9% |
| 1Y | +59.2% | +3.7% | +55.5% | +54.2% |
| 3Y | +290.9% | +9.2% | +281.7% | +260.1% |
| 5Y | +259.0% | -15.7% | +274.7% | +266.5% |
| 10Y | +413.0% | +135.3% | +277.8% | +179.3% |
| All | +498.6% | +963.1% | -464.5% | -3.6% |
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