+454.2%
AG vs AWK
+969.7%
-515.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | +19.2% | +5.6% | +13.6% | +16.3% |
| 3M | +6.2% | +15.9% | -9.7% | -1.2% |
| 6M | -26.7% | +4.6% | -31.3% | -29.1% |
| YTD | +26.1% | +10.1% | +16.1% | +18.5% |
| 1Y | +131.7% | +2.1% | +129.6% | +123.7% |
| 3Y | +255.3% | +9.8% | +245.5% | +221.7% |
| 5Y | +61.9% | -15.4% | +77.3% | +66.5% |
| 10Y | +72.0% | +129.4% | -57.4% | -3.9% |
| All | +454.2% | +969.7% | -515.5% | +10.2% |
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