+371.3%
AWK vs AR
-28.5%
+399.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -2.6% | +6.4% | -9.0% | -2.7% |
| 30D | +14.2% | +3.1% | +11.0% | +14.0% |
| 3M | +10.0% | +3.3% | +6.8% | +9.9% |
| 6M | +17.1% | +6.6% | +10.5% | +16.8% |
| YTD | +16.1% | +12.3% | +3.8% | +15.6% |
| 1Y | +17.5% | +12.3% | +5.2% | +16.9% |
| 3Y | +29.3% | +50.4% | -21.1% | +26.6% |
| 5Y | -3.5% | +101.0% | -104.5% | -6.4% |
| 10Y | +152.7% | +57.5% | +95.2% | +123.4% |
| All | +371.3% | -28.5% | +399.8% | +329.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling