+219.8%
ARM vs AWK
+15.1%
+204.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.5% | +12.5% | +11.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.3% |
| 30D | -20.3% | +15.5% | -35.8% | -14.2% |
| 3M | -24.4% | +10.0% | -34.4% | -20.1% |
| 6M | -4.4% | +20.4% | -24.8% | +5.7% |
| YTD | +86.0% | +17.1% | +69.0% | +104.4% |
| 1Y | +35.8% | +18.3% | +17.6% | +49.8% |
| 3Y | +289.1% | +30.4% | +258.7% | +302.5% |
| All | +219.8% | +15.1% | +204.7% | +260.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling