-16.3%
AWK vs AZO
+85.8%
-102.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -2.1% | -3.6% | +1.4% | -1.3% |
| 30D | +2.1% | -5.6% | +7.6% | +3.4% |
| 3M | +11.4% | -6.6% | +18.0% | +12.9% |
| 6M | +3.9% | -22.5% | +26.4% | +9.5% |
| YTD | +7.7% | -15.2% | +22.9% | +10.6% |
| 1Y | +1.3% | -33.9% | +35.2% | +10.7% |
| 3Y | +7.2% | +11.8% | -4.6% | +2.0% |
| All | -16.3% | +85.8% | -102.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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