+28.5%
AWK vs COMP
+309.8%
-281.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.2% | +10.0% | +2.2% |
| 7D | +7.2% | -1.8% | +9.0% | +7.2% |
| 30D | +19.0% | -0.8% | +19.8% | +19.0% |
| 3M | +14.4% | -28.1% | +42.5% | +15.6% |
| 6M | +22.6% | +27.0% | -4.4% | +20.7% |
| YTD | +19.2% | -12.8% | +32.0% | +19.0% |
| 1Y | +19.6% | +4.9% | +14.7% | +17.8% |
| All | +28.5% | +309.8% | -281.2% | -0.1% |
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