+18.3%
AWK vs AS
+2.8%
+15.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.6% |
| 7D | 0.0% | -3.0% | +3.0% | -0.2% |
| 30D | +15.5% | +9.6% | +6.0% | +16.4% |
| 3M | +10.0% | -8.2% | +18.2% | +9.2% |
| 6M | +20.4% | -9.9% | +30.3% | +19.6% |
| YTD | +17.1% | -16.8% | +33.8% | +15.4% |
| 1Y | +18.3% | +3.0% | +15.3% | +23.8% |
| All | +18.3% | +2.8% | +15.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling