+158.6%
AWK vs A
+302.9%
-144.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +14.3% | 0.0% | +14.3% | +14.0% |
| 3M | +10.3% | +16.7% | -6.4% | +5.5% |
| 6M | +18.9% | +54.8% | -35.9% | +4.8% |
| YTD | +17.7% | +28.8% | -11.1% | +8.6% |
| 1Y | +16.9% | +19.3% | -2.5% | +10.1% |
| 3Y | +32.2% | +65.5% | -33.4% | +7.6% |
| 5Y | -2.2% | +12.1% | -14.2% | -9.9% |
| All | +158.6% | +302.9% | -144.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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