+969.7%
AWK vs EAT
+1,461.0%
-491.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +5.6% | +1.9% | +3.7% | +5.3% |
| 3M | +15.9% | +68.7% | -52.8% | +11.0% |
| 6M | +4.6% | +66.9% | -62.3% | -0.1% |
| YTD | +10.1% | +60.4% | -50.4% | +5.3% |
| 1Y | +2.1% | +44.0% | -41.9% | -1.7% |
| 3Y | +9.8% | +604.7% | -594.8% | -9.9% |
| 5Y | -15.4% | +347.0% | -362.4% | -29.4% |
| 10Y | +129.4% | +390.8% | -261.4% | +81.3% |
| All | +969.7% | +1,461.0% | -491.4% | +628.4% |
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 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