-2.6%
AGG vs AWK
-17.6%
+15.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -1.1% | -2.1% | +1.1% | -0.9% |
| 30D | -1.1% | +2.1% | -3.2% | -1.4% |
| 3M | -1.9% | +11.4% | -13.3% | -3.0% |
| 6M | -1.7% | +3.9% | -5.6% | -2.2% |
| YTD | -1.3% | +7.7% | -9.0% | -2.2% |
| 1Y | -0.7% | +1.3% | -2.0% | -1.1% |
| 3Y | +12.5% | +7.2% | +5.3% | +10.6% |
| All | -2.6% | -17.6% | +15.0% | -3.2% |
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 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