+967.2%
AWK vs AGI
+570.8%
+396.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | +2.2% | +4.4% | -2.2% | +1.9% |
| 30D | +4.4% | +10.0% | -5.5% | +3.9% |
| 3M | +15.4% | +1.7% | +13.6% | +15.0% |
| 6M | +3.5% | -26.8% | +30.3% | +4.8% |
| YTD | +9.8% | -5.3% | +15.1% | +9.3% |
| 1Y | +3.0% | +11.5% | -8.5% | +1.4% |
| 3Y | +9.7% | +212.9% | -203.3% | +1.5% |
| 5Y | -17.2% | +388.8% | -405.9% | -25.4% |
| 10Y | +126.1% | +383.6% | -257.5% | +98.9% |
| All | +967.2% | +570.8% | +396.5% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling