+17.2%
ARM vs AWK
+19.1%
-1.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -1.8% |
| 7D | -10.4% | +2.7% | -13.1% | -7.5% |
| 30D | -31.8% | +16.7% | -48.5% | -20.0% |
| 3M | -32.2% | +11.7% | -44.0% | -23.5% |
| 6M | -14.9% | +21.9% | -36.8% | +5.6% |
| YTD | +66.0% | +17.6% | +48.4% | +99.6% |
| 1Y | +17.2% | +19.8% | -2.6% | +42.7% |
| All | +17.2% | +19.1% | -1.9% | +42.7% |
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