+32.2%
AWK vs AGI
+127.5%
-95.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +0.1% | -10.1% | +10.3% | +0.5% |
| 30D | +14.3% | -6.5% | +20.8% | +14.4% |
| 3M | +10.3% | -12.8% | +23.1% | +10.6% |
| 6M | +18.9% | -34.3% | +53.3% | +20.7% |
| YTD | +17.7% | -25.6% | +43.3% | +17.7% |
| 1Y | +16.9% | -14.2% | +31.1% | +15.1% |
| 3Y | +32.2% | +127.3% | -95.1% | +5.1% |
| All | +32.2% | +127.5% | -95.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling