-0.9%
AWK vs AR
+71.8%
-72.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +4.1% | -14.3% | +18.4% | +4.6% |
| 30D | +18.0% | +1.4% | +16.6% | +17.9% |
| 3M | +12.2% | +3.4% | +8.8% | +12.0% |
| 6M | +21.2% | -2.1% | +23.3% | +21.1% |
| YTD | +17.6% | +4.7% | +12.9% | +17.1% |
| 1Y | +19.2% | +10.6% | +8.6% | +18.4% |
| 3Y | +26.7% | +24.6% | +2.1% | +22.5% |
| All | -0.9% | +71.8% | -72.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling