+17.5%
AWK vs COMP
+6.6%
+10.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -2.6% | +8.9% | -11.5% | -2.5% |
| 30D | +14.2% | +14.0% | +0.2% | +14.4% |
| 3M | +10.0% | -21.1% | +31.2% | +9.3% |
| 6M | +17.1% | +20.1% | -3.0% | +18.1% |
| YTD | +16.1% | -5.0% | +21.1% | +15.3% |
| 1Y | +17.5% | +5.7% | +11.8% | +14.3% |
| All | +17.5% | +6.6% | +10.9% | +14.3% |
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