+199.6%
ARM vs AWK
+15.7%
+183.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -3.9% |
| 7D | +9.1% | +0.1% | +9.0% | +9.3% |
| 30D | -19.9% | +14.3% | -34.2% | -14.1% |
| 3M | -31.6% | +10.3% | -41.9% | -27.6% |
| 6M | -13.9% | +18.9% | -32.8% | -5.1% |
| YTD | +74.3% | +17.7% | +56.6% | +92.1% |
| 1Y | +35.8% | +16.9% | +18.9% | +49.5% |
| 3Y | +268.6% | +32.2% | +236.4% | +279.6% |
| All | +199.6% | +15.7% | +183.9% | +238.7% |
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 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