+156.8%
AWK vs ARWR
+1,055.7%
-898.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +2.7% | -17.7% | +20.4% | +3.5% |
| 30D | +16.7% | -21.9% | +38.6% | +17.8% |
| 3M | +11.7% | -44.5% | +56.3% | +14.4% |
| 6M | +21.9% | -32.6% | +54.5% | +23.5% |
| YTD | +17.6% | -26.2% | +43.8% | +18.4% |
| 1Y | +19.8% | +23.0% | -3.2% | +17.6% |
| 3Y | +31.0% | +81.8% | -50.8% | +23.8% |
| 5Y | -3.0% | -36.0% | +33.1% | -5.9% |
| 10Y | +156.8% | +1,039.5% | -882.7% | +127.8% |
| All | +156.8% | +1,055.7% | -898.9% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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