+282.7%
AG vs AWK
+9.9%
+272.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.1% |
| 30D | +12.5% | +4.3% | +8.2% | +12.5% |
| 3M | +28.2% | +12.5% | +15.6% | +28.4% |
| 6M | -18.8% | +3.3% | -22.1% | -18.5% |
| YTD | +27.4% | +9.8% | +17.6% | +27.4% |
| 1Y | +132.2% | +2.9% | +129.3% | +134.9% |
| All | +282.7% | +9.9% | +272.8% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling