+136.1%
AWK vs ACM
+124.8%
+11.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.2% |
| 30D | +4.3% | -12.7% | +17.0% | +6.4% |
| 3M | +12.5% | -9.8% | +22.3% | +14.1% |
| 6M | +3.3% | -31.4% | +34.7% | +9.5% |
| YTD | +9.8% | -32.1% | +41.8% | +15.9% |
| 1Y | +2.9% | -47.8% | +50.7% | +14.1% |
| 3Y | +9.6% | -22.1% | +31.7% | +10.2% |
| 5Y | -16.7% | +1.8% | -18.4% | -21.2% |
| 10Y | +136.1% | +132.5% | +3.5% | +90.1% |
| All | +136.1% | +124.8% | +11.3% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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