+11.2%
AWK vs COMP
-49.2%
+60.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.0% |
| 7D | +1.2% | +14.5% | -13.3% | +0.3% |
| 30D | +15.8% | +14.9% | +0.9% | +14.7% |
| 3M | +11.0% | -14.2% | +25.2% | +11.7% |
| 6M | +21.0% | +23.7% | -2.8% | +18.8% |
| YTD | +16.7% | +2.1% | +14.6% | +15.2% |
| 1Y | +17.2% | +26.2% | -9.0% | +13.8% |
| 3Y | +29.2% | +470.9% | -441.7% | +8.8% |
| 5Y | -2.3% | -14.0% | +11.7% | -16.9% |
| All | +11.2% | -49.2% | +60.4% | -5.0% |
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