+30.4%
AWK vs EAT
+474.6%
-444.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -2.6% | -7.1% | +4.5% | -2.6% |
| 30D | +14.2% | -2.3% | +16.5% | +14.2% |
| 3M | +10.0% | -19.6% | +29.7% | +10.0% |
| 6M | +17.1% | +46.0% | -28.9% | +17.0% |
| YTD | +16.1% | +37.7% | -21.6% | +16.0% |
| 1Y | +17.5% | +73.8% | -56.3% | +16.9% |
| All | +30.4% | +474.6% | -444.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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