+9.2%
AWK vs AGI
+214.4%
-205.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | +0.6% | +2.2% | -1.6% | +0.5% |
| 30D | +4.3% | +11.3% | -7.0% | +3.7% |
| 3M | +12.5% | +5.6% | +6.9% | +12.1% |
| 6M | +3.3% | -27.7% | +31.0% | +5.2% |
| YTD | +9.8% | -4.1% | +13.8% | +8.7% |
| 1Y | +2.9% | +13.8% | -10.9% | -0.6% |
| All | +9.2% | +214.4% | -205.2% | -18.2% |
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