+133.9%
BP vs AWK
+128.1%
+5.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | +7.8% | +4.3% | +3.5% | +7.1% |
| 3M | +8.4% | +12.5% | -4.2% | +6.2% |
| 6M | +15.1% | +3.3% | +11.8% | +14.2% |
| YTD | +36.4% | +9.8% | +26.7% | +33.9% |
| 1Y | +40.9% | +2.9% | +38.0% | +39.7% |
| 3Y | +38.8% | +9.6% | +29.2% | +34.5% |
| 5Y | +141.1% | -16.7% | +157.7% | +146.1% |
| 10Y | +133.9% | +136.1% | -2.2% | +93.4% |
| All | +133.9% | +128.1% | +5.8% | +93.4% |
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