+966.9%
AWK vs AU
+277.2%
+689.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +4.3% | +12.3% | -8.0% | +3.2% |
| 3M | +12.5% | +29.4% | -16.8% | +9.9% |
| 6M | +3.3% | +3.2% | +0.1% | +2.2% |
| YTD | +9.8% | +31.8% | -22.0% | +5.9% |
| 1Y | +2.9% | +83.4% | -80.5% | -3.9% |
| 3Y | +9.6% | +623.1% | -613.5% | -10.7% |
| 5Y | -16.7% | +700.5% | -717.2% | -33.5% |
| 10Y | +136.1% | +717.6% | -581.5% | +81.5% |
| All | +966.9% | +277.2% | +689.7% | +624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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