-43.4%
AA vs AWK
+1,043.1%
-1,086.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.7% |
| 7D | +1.2% | +2.7% | -1.5% | +0.1% |
| 30D | -5.0% | +16.7% | -21.7% | -10.9% |
| 3M | -22.2% | +11.7% | -34.0% | -26.0% |
| 6M | -36.3% | +21.9% | -58.2% | -41.8% |
| YTD | -24.2% | +17.6% | -41.8% | -30.3% |
| 1Y | +3.9% | +19.8% | -15.9% | -5.6% |
| 3Y | +67.6% | +31.0% | +36.6% | +39.7% |
| 5Y | -8.8% | -3.0% | -5.9% | -12.9% |
| 10Y | +45.0% | +156.8% | -111.8% | -28.9% |
| All | -43.4% | +1,043.1% | -1,086.5% | -92.4% |
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