+135.8%
BP vs AWK
-15.0%
+150.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.4% |
| 7D | +0.9% | +2.2% | -1.2% | +0.9% |
| 30D | +9.1% | +4.4% | +4.7% | +9.0% |
| 3M | +3.9% | +15.4% | -11.5% | +3.5% |
| 6M | +13.6% | +3.5% | +10.1% | +13.5% |
| YTD | +34.0% | +9.8% | +24.2% | +33.8% |
| 1Y | +39.2% | +3.0% | +36.2% | +39.2% |
| 3Y | +36.4% | +9.7% | +26.8% | +35.6% |
| 5Y | +135.8% | -17.2% | +153.0% | +118.0% |
| All | +135.8% | -15.0% | +150.8% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling