+127.0%
BP vs AWK
+152.9%
-26.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -6.3% | +2.7% | -9.0% | -6.7% |
| 30D | -3.6% | +16.7% | -20.3% | -6.0% |
| 3M | +5.2% | +11.7% | -6.5% | +3.3% |
| 6M | +5.3% | +21.9% | -16.6% | +1.8% |
| YTD | +33.1% | +17.6% | +15.5% | +29.2% |
| 1Y | +26.3% | +19.8% | +6.5% | +22.1% |
| 3Y | +47.5% | +31.0% | +16.5% | +38.2% |
| 5Y | +106.2% | -3.0% | +109.1% | +103.8% |
| 10Y | +127.0% | +156.8% | -29.8% | +96.9% |
| All | +127.0% | +152.9% | -26.0% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling