-40.8%
AA vs AWK
+1,034.4%
-1,075.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +4.8% | +1.2% | +3.6% | +4.2% |
| 30D | -0.6% | +15.8% | -16.4% | -6.6% |
| 3M | -16.3% | +11.0% | -27.3% | -20.1% |
| 6M | -33.4% | +21.0% | -54.4% | -38.9% |
| YTD | -20.7% | +16.7% | -37.4% | -26.9% |
| 1Y | +12.9% | +17.2% | -4.2% | +3.6% |
| 3Y | +75.7% | +29.2% | +46.5% | +47.4% |
| 5Y | -6.8% | -2.3% | -4.5% | -11.3% |
| 10Y | +53.6% | +150.5% | -96.9% | -23.5% |
| All | -40.8% | +1,034.4% | -1,075.2% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling