-3.3%
AWK vs AR
+99.4%
-102.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | +7.4% | -7.2% | -0.1% |
| 30D | +14.3% | +5.8% | +8.5% | +14.0% |
| 3M | +10.3% | +5.2% | +5.1% | +10.0% |
| 6M | +18.9% | +5.4% | +13.5% | +18.5% |
| YTD | +17.7% | +12.4% | +5.3% | +16.9% |
| 1Y | +16.9% | +12.8% | +4.0% | +16.0% |
| 3Y | +32.2% | +47.2% | -15.0% | +26.3% |
| All | -3.3% | +99.4% | -102.6% | -5.7% |
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