+364.8%
ALL vs AWK
+128.1%
+236.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -5.6% | +4.3% | -9.9% | -7.2% |
| 3M | +17.2% | +12.5% | +4.7% | +11.9% |
| 6M | +23.2% | +3.3% | +20.0% | +21.3% |
| YTD | +23.6% | +9.8% | +13.8% | +18.5% |
| 1Y | +29.2% | +2.9% | +26.3% | +26.8% |
| 3Y | +153.8% | +9.6% | +144.2% | +139.1% |
| 5Y | +116.1% | -16.7% | +132.7% | +125.6% |
| 10Y | +364.8% | +136.1% | +228.7% | +242.6% |
| All | +364.8% | +128.1% | +236.8% | +242.6% |
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