+371.6%
ALL vs AWK
+157.1%
+214.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +13.3% | +14.3% | -0.9% | +7.4% |
| 3M | +3.2% | +10.3% | -7.1% | -0.8% |
| 6M | +25.3% | +18.9% | +6.4% | +16.9% |
| YTD | +30.5% | +17.7% | +12.7% | +21.5% |
| 1Y | +29.2% | +16.9% | +12.3% | +20.6% |
| 3Y | +119.1% | +32.2% | +86.9% | +91.0% |
| 5Y | +162.6% | -2.2% | +164.8% | +156.4% |
| All | +371.6% | +157.1% | +214.6% | +245.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling