+132.3%
AA vs AWK
+128.1%
+4.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -1.6% | +4.3% | -5.8% | -2.4% |
| 3M | -29.8% | +12.5% | -42.3% | -31.5% |
| 6M | -16.6% | +3.3% | -19.9% | -17.4% |
| YTD | -4.0% | +9.8% | -13.8% | -6.4% |
| 1Y | +63.5% | +2.9% | +60.6% | +61.5% |
| 3Y | +86.8% | +9.6% | +77.1% | +77.3% |
| 5Y | +12.4% | -16.7% | +29.0% | +12.9% |
| 10Y | +132.3% | +136.1% | -3.8% | +99.2% |
| All | +132.3% | +128.1% | +4.3% | +99.2% |
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 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