+28.4%
AWK vs AS
+134.9%
-106.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | +4.1% | +6.9% | -2.8% | +4.5% |
| 30D | +18.0% | +16.0% | +2.0% | +19.0% |
| 3M | +12.2% | -12.8% | +25.1% | +11.4% |
| 6M | +21.2% | -15.4% | +36.6% | +20.3% |
| YTD | +17.6% | -15.7% | +33.3% | +16.9% |
| 1Y | +19.2% | +6.1% | +13.2% | +20.0% |
| All | +28.4% | +134.9% | -106.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling