-3.3%
AWK vs AGI
+243.7%
-247.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +0.1% | -10.1% | +10.3% | +1.0% |
| 30D | +14.3% | -6.5% | +20.8% | +14.7% |
| 3M | +10.3% | -12.8% | +23.1% | +11.2% |
| 6M | +18.9% | -34.3% | +53.3% | +23.0% |
| YTD | +17.7% | -25.6% | +43.3% | +18.5% |
| 1Y | +16.9% | -14.2% | +31.1% | +15.0% |
| 3Y | +32.2% | +127.3% | -95.1% | +6.2% |
| All | -3.3% | +243.7% | -247.0% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling