+174.6%
ARM vs AWK
+15.5%
+159.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.0% |
| 7D | -15.2% | +4.1% | -19.3% | -13.3% |
| 30D | -40.7% | +18.0% | -58.7% | -35.5% |
| 3M | -39.1% | +12.2% | -51.3% | -35.1% |
| 6M | -26.4% | +21.2% | -47.7% | -18.5% |
| YTD | +59.7% | +17.6% | +42.2% | +75.8% |
| 1Y | +10.3% | +19.2% | -8.9% | +22.1% |
| 3Y | +228.9% | +26.7% | +202.1% | +251.3% |
| All | +174.6% | +15.5% | +159.1% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling