+969.7%
AWK vs A
+692.3%
+277.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.7% | -1.9% | +3.7% | +2.2% |
| 30D | +5.6% | +6.9% | -1.3% | +3.7% |
| 3M | +15.9% | +9.2% | +6.6% | +13.0% |
| 6M | +4.6% | +25.7% | -21.1% | -2.4% |
| YTD | +10.1% | +11.5% | -1.5% | +5.8% |
| 1Y | +2.1% | +18.4% | -16.3% | -3.8% |
| 3Y | +9.8% | +26.6% | -16.8% | -1.0% |
| 5Y | -15.4% | -12.8% | -2.5% | -16.6% |
| 10Y | +129.4% | +247.2% | -117.8% | +54.0% |
| All | +969.7% | +692.3% | +277.3% | +418.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling