+107.5%
ALL vs AWK
+24.3%
+83.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.0% |
| 7D | -1.9% | +4.1% | -6.0% | -3.2% |
| 30D | +13.8% | +18.0% | -4.2% | +8.0% |
| 3M | -7.0% | +12.2% | -19.2% | -10.4% |
| 6M | +18.0% | +21.2% | -3.2% | +11.3% |
| YTD | +24.2% | +17.6% | +6.6% | +17.6% |
| 1Y | +31.2% | +19.2% | +12.0% | +23.7% |
| 3Y | +107.5% | +26.7% | +80.8% | +95.4% |
| All | +107.5% | +24.3% | +83.2% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling