+12.1%
AWK vs COMP
-52.0%
+64.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +14.3% | +16.6% | -2.3% | +13.1% |
| 3M | +10.3% | -23.5% | +33.8% | +11.7% |
| 6M | +18.9% | +25.7% | -6.8% | +16.7% |
| YTD | +17.7% | -3.4% | +21.1% | +16.5% |
| 1Y | +16.9% | +7.6% | +9.3% | +14.7% |
| 3Y | +32.2% | +423.6% | -391.4% | +11.9% |
| 5Y | -2.2% | -10.6% | +8.4% | -16.3% |
| All | +12.1% | -52.0% | +64.1% | -3.9% |
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