+136.1%
AWK vs A
+236.6%
-100.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.6% | -4.4% | +5.0% | +1.7% |
| 30D | +4.3% | -2.7% | +7.0% | +4.9% |
| 3M | +12.5% | +7.0% | +5.5% | +10.2% |
| 6M | +3.3% | +24.6% | -21.3% | -3.7% |
| YTD | +9.8% | +7.0% | +2.7% | +6.6% |
| 1Y | +2.9% | +15.6% | -12.7% | -2.8% |
| 3Y | +9.6% | +29.9% | -20.3% | -4.0% |
| 5Y | -16.7% | -15.4% | -1.3% | -16.3% |
| 10Y | +136.1% | +248.9% | -112.8% | +52.2% |
| All | +136.1% | +236.6% | -100.5% | +52.2% |
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