+214.0%
ARM vs AWK
+26.1%
+187.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.9% | -14.9% | -11.9% |
| 7D | -27.1% | +7.2% | -34.3% | -23.7% |
| 30D | -44.9% | +19.0% | -63.9% | -38.4% |
| 3M | -39.3% | +14.4% | -53.6% | -33.6% |
| 6M | -20.2% | +22.6% | -42.8% | -8.3% |
| YTD | +52.5% | +19.2% | +33.3% | +73.8% |
| 1Y | +4.1% | +19.6% | -15.5% | +19.1% |
| All | +214.0% | +26.1% | +187.9% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling