+45.0%
AA vs AWK
+152.9%
-108.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | +1.2% | +2.7% | -1.5% | +0.7% |
| 30D | -5.0% | +16.7% | -21.7% | -7.7% |
| 3M | -22.2% | +11.7% | -34.0% | -23.9% |
| 6M | -36.3% | +21.9% | -58.2% | -38.9% |
| YTD | -24.2% | +17.6% | -41.8% | -27.0% |
| 1Y | +3.9% | +19.8% | -15.9% | -0.6% |
| 3Y | +67.6% | +31.0% | +36.6% | +51.8% |
| 5Y | -8.8% | -3.0% | -5.9% | -11.0% |
| 10Y | +45.0% | +156.8% | -111.8% | +22.5% |
| All | +45.0% | +152.9% | -108.0% | +22.5% |
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