+63.3%
AGG vs AWK
+966.9%
-903.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -0.2% | +4.3% | -4.5% | -0.4% |
| 3M | -0.7% | +12.5% | -13.2% | -1.1% |
| 6M | -1.8% | +3.3% | -5.1% | -1.9% |
| YTD | -0.6% | +9.8% | -10.3% | -1.0% |
| 1Y | +0.4% | +2.9% | -2.5% | +0.2% |
| 3Y | +13.2% | +9.6% | +3.6% | +12.5% |
| 5Y | -2.0% | -16.7% | +14.7% | -2.2% |
| 10Y | +15.1% | +136.1% | -121.0% | +13.4% |
| All | +63.3% | +966.9% | -903.6% | +60.7% |
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