+19.1%
AA vs AWK
-15.0%
+34.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.3% |
| 30D | +3.3% | +4.4% | -1.1% | +2.6% |
| 3M | -29.4% | +15.4% | -44.8% | -31.2% |
| 6M | -12.8% | +3.5% | -16.3% | -13.5% |
| YTD | -2.1% | +9.8% | -11.9% | -4.1% |
| 1Y | +62.8% | +3.0% | +59.8% | +61.5% |
| 3Y | +90.5% | +9.7% | +80.8% | +78.2% |
| 5Y | +19.1% | -17.2% | +36.2% | +4.7% |
| All | +19.1% | -15.0% | +34.1% | +4.7% |
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