+731.6%
ALL vs AWK
+969.7%
-238.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.8% |
| 30D | -1.5% | +5.6% | -7.1% | -4.0% |
| 3M | +23.6% | +15.9% | +7.8% | +15.2% |
| 6M | +22.3% | +4.6% | +17.8% | +19.3% |
| YTD | +26.5% | +10.1% | +16.5% | +20.0% |
| 1Y | +27.0% | +2.1% | +24.9% | +24.5% |
| 3Y | +149.6% | +9.8% | +139.7% | +131.1% |
| 5Y | +118.1% | -15.4% | +133.4% | +126.2% |
| 10Y | +369.0% | +129.4% | +239.6% | +168.1% |
| All | +731.6% | +969.7% | -238.1% | +56.4% |
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 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