+26.7%
AWK vs COMP
+353.8%
-327.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -1.8% |
| 7D | +4.1% | +13.4% | -9.3% | +3.5% |
| 30D | +18.0% | +11.1% | +6.9% | +17.4% |
| 3M | +12.2% | -18.8% | +31.1% | +12.9% |
| 6M | +21.2% | +10.5% | +10.7% | +20.3% |
| YTD | +17.6% | -3.4% | +21.0% | +16.9% |
| 1Y | +19.2% | +19.7% | -0.5% | +16.8% |
| 3Y | +26.7% | +381.6% | -354.9% | -1.9% |
| All | +26.7% | +353.8% | -327.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling