+12.0%
AWK vs COMP
-52.0%
+63.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -2.0% |
| 7D | +4.1% | +13.4% | -9.3% | +3.3% |
| 30D | +18.0% | +11.1% | +6.9% | +17.1% |
| 3M | +12.2% | -18.8% | +31.1% | +13.3% |
| 6M | +21.2% | +10.5% | +10.7% | +19.8% |
| YTD | +17.6% | -3.4% | +21.0% | +16.4% |
| 1Y | +19.2% | +19.7% | -0.5% | +16.2% |
| 3Y | +26.7% | +381.6% | -354.9% | +7.9% |
| 5Y | -1.3% | -17.6% | +16.3% | -15.8% |
| All | +12.0% | -52.0% | +63.9% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling