+20.0%
AWK vs AR
+14.7%
+5.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.2% |
| 7D | +7.0% | -11.1% | +18.2% | +7.1% |
| 30D | +17.0% | +7.9% | +9.1% | +16.8% |
| 3M | +12.4% | +4.9% | +7.5% | +12.2% |
| 6M | +19.6% | -5.3% | +24.9% | +19.3% |
| YTD | +17.0% | +8.6% | +8.4% | +17.0% |
| 1Y | +20.0% | +13.7% | +6.3% | +20.3% |
| All | +20.0% | +14.7% | +5.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling