+128.5%
AWK vs AGI
+392.3%
-263.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | +2.1% | +7.2% | -5.2% | +1.4% |
| 3M | +11.4% | +4.3% | +7.1% | +10.7% |
| 6M | +3.9% | -27.1% | +31.0% | +6.0% |
| YTD | +7.7% | -6.6% | +14.3% | +7.0% |
| 1Y | +1.3% | +9.5% | -8.2% | -1.3% |
| 3Y | +7.2% | +208.4% | -201.3% | -6.6% |
| 5Y | -17.0% | +401.6% | -418.6% | -31.4% |
| All | +128.5% | +392.3% | -263.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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