+713.1%
ALL vs AWK
+1,034.4%
-321.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -3.9% | +1.2% | -5.1% | -4.4% |
| 30D | +10.6% | +15.8% | -5.2% | +3.1% |
| 3M | -4.6% | +11.0% | -15.6% | -9.3% |
| 6M | +20.2% | +21.0% | -0.8% | +9.6% |
| YTD | +23.7% | +16.7% | +7.0% | +14.0% |
| 1Y | +27.9% | +17.2% | +10.7% | +17.5% |
| 3Y | +109.2% | +29.2% | +80.0% | +79.0% |
| 5Y | +148.0% | -2.3% | +150.3% | +139.6% |
| 10Y | +363.8% | +150.5% | +213.2% | +153.6% |
| All | +713.1% | +1,034.4% | -321.4% | +48.6% |
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 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