+11.5%
AWK vs COMP
-51.7%
+63.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.6% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | +15.5% | +16.3% | -0.8% | +14.3% |
| 3M | +10.0% | -19.1% | +29.1% | +11.0% |
| 6M | +20.4% | +17.1% | +3.3% | +18.6% |
| YTD | +17.1% | -2.9% | +20.0% | +15.8% |
| 1Y | +18.3% | +8.8% | +9.5% | +16.0% |
| 3Y | +30.4% | +423.5% | -393.1% | +10.4% |
| 5Y | -2.7% | -10.5% | +7.8% | -16.8% |
| All | +11.5% | -51.7% | +63.2% | -4.5% |
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