+346.6%
AWK vs AR
-27.2%
+373.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.7% | +2.5% | -0.8% | +1.7% |
| 30D | +5.6% | +14.8% | -9.2% | +5.2% |
| 3M | +15.9% | +6.2% | +9.6% | +15.6% |
| 6M | +4.6% | +4.3% | +0.3% | +4.4% |
| YTD | +10.1% | +14.4% | -4.3% | +9.5% |
| 1Y | +2.1% | +21.3% | -19.2% | +1.4% |
| 3Y | +9.8% | +39.8% | -30.0% | +7.8% |
| 5Y | -15.4% | +142.1% | -157.4% | -18.3% |
| 10Y | +129.4% | +52.0% | +77.4% | +103.1% |
| All | +346.6% | -27.2% | +373.9% | +307.1% |
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 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