+126.1%
AWK vs AR
+45.1%
+81.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.2% |
| 30D | +4.4% | +12.6% | -8.2% | +4.1% |
| 3M | +15.4% | +10.0% | +5.3% | +15.0% |
| 6M | +3.5% | +0.6% | +2.9% | +3.4% |
| YTD | +9.8% | +13.4% | -3.6% | +9.3% |
| 1Y | +3.0% | +21.7% | -18.7% | +2.2% |
| 3Y | +9.7% | +45.8% | -36.2% | +7.3% |
| 5Y | -17.2% | +144.3% | -161.4% | -20.3% |
| 10Y | +126.1% | +41.8% | +84.3% | +102.1% |
| All | +126.1% | +45.1% | +81.0% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling