+2.4%
AG vs AWK
-3.7%
+6.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -6.0% | -2.6% | -3.5% | -5.4% |
| 30D | -14.3% | +14.2% | -28.5% | -17.6% |
| 3M | -26.9% | +10.0% | -37.0% | -29.0% |
| 6M | -42.1% | +17.1% | -59.2% | -44.9% |
| YTD | -15.9% | +16.1% | -32.0% | -20.6% |
| 1Y | +11.5% | +17.5% | -6.0% | +4.5% |
| 3Y | +208.0% | +29.3% | +178.6% | +159.4% |
| 5Y | +2.4% | -3.5% | +5.9% | +0.8% |
| All | +2.4% | -3.7% | +6.1% | +0.8% |
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 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