-14.8%
AWK vs ACM
+5.0%
-19.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | -3.7% | +5.5% | +2.3% |
| 30D | +5.6% | -11.1% | +16.7% | +7.1% |
| 3M | +15.9% | -8.0% | +23.8% | +16.8% |
| 6M | +4.6% | -29.7% | +34.2% | +9.8% |
| YTD | +10.1% | -29.4% | +39.4% | +14.8% |
| 1Y | +2.1% | -46.4% | +48.5% | +12.8% |
| 3Y | +9.8% | -22.3% | +32.2% | +6.7% |
| All | -14.8% | +5.0% | -19.8% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling