+72.8%
AG vs AWK
-16.7%
+89.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +12.5% | +4.3% | +8.2% | +11.1% |
| 3M | +28.2% | +12.5% | +15.6% | +23.7% |
| 6M | -18.8% | +3.3% | -22.1% | -20.0% |
| YTD | +27.4% | +9.8% | +17.6% | +22.5% |
| 1Y | +132.2% | +2.9% | +129.3% | +128.1% |
| 3Y | +286.9% | +9.6% | +277.2% | +258.2% |
| 5Y | +72.8% | -16.7% | +89.4% | +65.0% |
| All | +72.8% | -16.7% | +89.5% | +65.0% |
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 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