-2.2%
AWK vs COMP
-16.5%
+14.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +1.2% |
| 7D | +2.7% | +7.2% | -4.5% | +2.1% |
| 30D | +16.7% | +6.4% | +10.3% | +16.0% |
| 3M | +11.7% | -19.4% | +31.2% | +12.9% |
| 6M | +21.9% | +14.6% | +7.3% | +20.1% |
| YTD | +17.6% | -5.5% | +23.1% | +16.4% |
| 1Y | +19.8% | +13.7% | +6.1% | +16.9% |
| 3Y | +31.0% | +409.7% | -378.7% | +9.2% |
| All | -2.2% | -16.5% | +14.3% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling