+4.8%
AWK vs COMP
-47.7%
+52.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +1.7% | +1.4% | +0.4% | +1.6% |
| 30D | +5.6% | -13.3% | +18.9% | +6.4% |
| 3M | +15.9% | +41.1% | -25.3% | +13.3% |
| 6M | +4.6% | +17.2% | -12.6% | +2.8% |
| YTD | +10.1% | +5.2% | +4.8% | +8.6% |
| 1Y | +2.1% | +18.9% | -16.8% | -0.3% |
| 3Y | +9.8% | +215.9% | -206.1% | -3.8% |
| 5Y | -15.4% | -31.2% | +15.8% | -28.6% |
| All | +4.8% | -47.7% | +52.5% | -10.4% |
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 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