+26.3%
BP vs AWK
+19.1%
+7.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -6.3% | +2.7% | -9.0% | -6.1% |
| 30D | -3.6% | +16.7% | -20.3% | -2.8% |
| 3M | +5.2% | +11.7% | -6.5% | +5.9% |
| 6M | +5.3% | +21.9% | -16.6% | +6.8% |
| YTD | +33.1% | +17.6% | +15.5% | +38.3% |
| 1Y | +26.3% | +19.8% | +6.5% | +31.2% |
| All | +26.3% | +19.1% | +7.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling