+716.4%
ALL vs AWK
+1,042.6%
-326.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -3.8% |
| 7D | -1.9% | +4.1% | -6.0% | -3.8% |
| 30D | +13.8% | +18.0% | -4.2% | +5.1% |
| 3M | -7.0% | +12.2% | -19.2% | -12.1% |
| 6M | +18.0% | +21.2% | -3.2% | +7.5% |
| YTD | +24.2% | +17.6% | +6.6% | +14.1% |
| 1Y | +31.2% | +19.2% | +12.0% | +19.6% |
| 3Y | +107.5% | +26.7% | +80.8% | +79.4% |
| 5Y | +144.8% | -1.3% | +146.1% | +135.3% |
| 10Y | +375.8% | +159.7% | +216.1% | +155.0% |
| All | +716.4% | +1,042.6% | -326.2% | +48.7% |
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