-29.4%
AA vs AWK
+969.7%
-999.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +5.0% | +5.6% | -0.6% | +2.6% |
| 3M | -35.8% | +15.9% | -51.7% | -40.0% |
| 6M | -18.4% | +4.6% | -23.0% | -20.6% |
| YTD | -5.5% | +10.1% | -15.5% | -10.5% |
| 1Y | +61.0% | +2.1% | +58.9% | +56.4% |
| 3Y | +66.2% | +9.8% | +56.4% | +50.6% |
| 5Y | +11.4% | -15.4% | +26.7% | +12.9% |
| 10Y | +116.9% | +129.4% | -12.5% | +13.0% |
| All | -29.4% | +969.7% | -999.1% | -90.2% |
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 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