+19.3%
ARM vs AWK
+20.7%
-1.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -3.1% |
| 7D | -18.7% | +7.0% | -25.7% | -12.8% |
| 30D | -36.7% | +17.0% | -53.7% | -25.9% |
| 3M | -31.6% | +12.4% | -44.0% | -22.8% |
| 6M | -5.6% | +19.6% | -25.2% | +15.0% |
| YTD | +75.5% | +17.0% | +58.4% | +108.9% |
| 1Y | +19.3% | +20.0% | -0.7% | +44.2% |
| All | +19.3% | +20.7% | -1.3% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling