+32.2%
AWK vs ACM
-9.1%
+41.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +0.1% | +5.6% | -5.5% | +0.1% |
| 30D | +14.3% | +20.8% | -6.6% | +14.0% |
| 3M | +10.3% | +11.4% | -1.1% | +10.1% |
| 6M | +18.9% | +0.9% | +18.0% | +18.5% |
| YTD | +17.7% | -24.8% | +42.5% | +16.9% |
| 1Y | +16.9% | -46.4% | +63.3% | +18.8% |
| 3Y | +32.2% | -9.2% | +41.4% | +11.9% |
| All | +32.2% | -9.1% | +41.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling