+969.7%
AWK vs ACGL
+1,194.8%
-225.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.7% | -0.7% | +2.5% | +2.0% |
| 30D | +5.6% | -1.0% | +6.6% | +5.9% |
| 3M | +15.9% | +11.0% | +4.8% | +11.8% |
| 6M | +4.6% | -0.3% | +4.9% | +4.4% |
| YTD | +10.1% | +2.3% | +7.8% | +8.7% |
| 1Y | +2.1% | +6.4% | -4.3% | -0.6% |
| 3Y | +9.8% | +34.0% | -24.1% | -3.3% |
| 5Y | -15.4% | +161.6% | -177.0% | -43.0% |
| 10Y | +129.4% | +278.6% | -149.2% | +27.9% |
| All | +969.7% | +1,194.8% | -225.1% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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