+737.8%
AON vs AWK
+967.2%
-229.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -3.2% | +2.2% | -5.4% | -4.0% |
| 30D | -11.9% | +4.4% | -16.3% | -13.3% |
| 3M | -2.9% | +15.4% | -18.2% | -7.8% |
| 6M | -6.8% | +3.5% | -10.3% | -8.2% |
| YTD | -10.1% | +9.8% | -19.9% | -13.4% |
| 1Y | -14.2% | +3.0% | -17.2% | -15.6% |
| 3Y | -3.3% | +9.7% | -12.9% | -8.5% |
| 5Y | +13.6% | -17.2% | +30.8% | +18.1% |
| 10Y | +209.2% | +126.1% | +83.1% | +119.7% |
| All | +737.8% | +967.2% | -229.4% | +228.9% |
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