+3.7%
AWK vs A
+14.6%
-10.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | -0.7% | -4.6% | +3.8% | -0.9% |
| 30D | +2.8% | -4.3% | +7.0% | +2.5% |
| 3M | +11.3% | +8.9% | +2.4% | +11.6% |
| 6M | +6.7% | +24.5% | -17.8% | +8.0% |
| YTD | +9.4% | +5.8% | +3.6% | +10.5% |
| 1Y | +3.7% | +16.2% | -12.5% | +7.3% |
| All | +3.7% | +14.6% | -10.8% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling