+13.6%
AWK vs COMP
-56.6%
+70.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.2% | +10.0% | +2.3% |
| 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% | +16.3% |
| 6M | +22.6% | +27.0% | -4.4% | +20.0% |
| YTD | +19.2% | -12.8% | +32.0% | +18.7% |
| 1Y | +19.6% | +4.9% | +14.7% | +17.5% |
| 3Y | +26.1% | +321.0% | -294.9% | +8.3% |
| 5Y | +0.1% | -25.6% | +25.7% | -14.1% |
| All | +13.6% | -56.6% | +70.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling