-16.3%
AWK vs AUR
-35.1%
+18.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -2.1% | +1.4% | -3.6% | -2.2% |
| 30D | +2.1% | -6.4% | +8.5% | +2.1% |
| 3M | +11.4% | +7.7% | +3.7% | +11.0% |
| 6M | +3.9% | +44.5% | -40.6% | +2.6% |
| YTD | +7.7% | +67.4% | -59.8% | +5.8% |
| 1Y | +1.3% | +15.4% | -14.1% | +0.4% |
| 3Y | +7.2% | +94.8% | -87.7% | -1.8% |
| All | -16.3% | -35.1% | +18.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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