+1,028.7%
AWK vs EAT
+1,239.9%
-211.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -2.6% | -7.1% | +4.5% | -2.1% |
| 30D | +14.2% | -2.3% | +16.5% | +14.2% |
| 3M | +10.0% | -19.6% | +29.7% | +11.6% |
| 6M | +17.1% | +46.0% | -28.9% | +13.1% |
| YTD | +16.1% | +37.7% | -21.6% | +12.2% |
| 1Y | +17.5% | +73.8% | -56.3% | +11.3% |
| 3Y | +29.3% | +482.1% | -452.7% | +7.6% |
| 5Y | -3.5% | +362.5% | -365.9% | -19.8% |
| 10Y | +152.7% | +319.3% | -166.6% | +101.8% |
| All | +1,028.7% | +1,239.9% | -211.2% | +676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling