+1,042.6%
AWK vs ARWR
+102.6%
+939.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | +4.1% | -2.9% | +7.0% | +4.2% |
| 30D | +18.0% | -5.4% | +23.4% | +18.1% |
| 3M | +12.2% | -32.2% | +44.5% | +13.2% |
| 6M | +21.2% | -26.5% | +47.7% | +22.0% |
| YTD | +17.6% | -12.4% | +29.9% | +17.6% |
| 1Y | +19.2% | +46.9% | -27.6% | +17.5% |
| 3Y | +26.7% | +116.0% | -89.2% | +22.3% |
| 5Y | -1.3% | -28.0% | +26.6% | -3.3% |
| 10Y | +159.7% | +923.9% | -764.3% | +138.7% |
| All | +1,042.6% | +102.6% | +939.9% | +1,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling