+1,034.4%
AWK vs ACM
+172.4%
+862.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.7% |
| 7D | +1.2% | +6.9% | -5.7% | -0.1% |
| 30D | +15.8% | +19.1% | -3.3% | +11.9% |
| 3M | +11.0% | -6.9% | +18.0% | +12.1% |
| 6M | +21.0% | -12.0% | +33.0% | +23.0% |
| YTD | +16.7% | -25.1% | +41.8% | +21.7% |
| 1Y | +17.2% | -45.4% | +62.6% | +30.0% |
| 3Y | +29.2% | -6.9% | +36.1% | +26.4% |
| 5Y | -2.3% | +3.7% | -6.0% | -7.1% |
| 10Y | +150.5% | +135.8% | +14.8% | +90.8% |
| All | +1,034.4% | +172.4% | +862.0% | +593.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling