+193.0%
ARM vs AWK
+14.7%
+178.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.3% |
| 7D | -5.3% | +1.2% | -6.5% | -4.5% |
| 30D | -30.0% | +15.8% | -45.8% | -24.6% |
| 3M | -34.1% | +11.0% | -45.1% | -30.1% |
| 6M | -12.6% | +21.0% | -33.6% | -3.4% |
| YTD | +70.4% | +16.7% | +53.7% | +86.9% |
| 1Y | +22.3% | +17.2% | +5.1% | +34.4% |
| 3Y | +261.2% | +29.2% | +232.0% | +275.1% |
| All | +193.0% | +14.7% | +178.3% | +229.5% |
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