+368.4%
ALL vs AWK
+152.9%
+215.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | -0.1% | +2.7% | -2.8% | -1.2% |
| 30D | +13.8% | +16.7% | -2.9% | +7.0% |
| 3M | -2.8% | +11.7% | -14.5% | -7.0% |
| 6M | +23.7% | +21.9% | +1.8% | +14.2% |
| YTD | +27.3% | +17.6% | +9.7% | +18.6% |
| 1Y | +30.5% | +19.8% | +10.8% | +20.7% |
| 3Y | +113.0% | +31.0% | +82.0% | +86.5% |
| 5Y | +157.6% | -3.0% | +160.5% | +152.4% |
| 10Y | +368.4% | +156.8% | +211.6% | +244.6% |
| All | +368.4% | +152.9% | +215.4% | +244.6% |
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