+20.0%
AWK vs COMP
+23.8%
-3.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +2.2% |
| 7D | +7.0% | +9.5% | -2.4% | +7.1% |
| 30D | +17.0% | +8.1% | +9.0% | +17.1% |
| 3M | +12.4% | -16.3% | +28.7% | +11.9% |
| 6M | +19.6% | +42.2% | -22.6% | +21.2% |
| YTD | +17.0% | -5.0% | +22.0% | +16.1% |
| 1Y | +20.0% | +20.1% | -0.1% | +13.1% |
| All | +20.0% | +23.8% | -3.8% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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