+80.6%
AWK vs EQX
+232.0%
-151.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.6% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | +2.1% | +7.8% | -5.7% | +1.6% |
| 3M | +11.4% | +21.3% | -10.0% | +10.0% |
| 6M | +3.9% | -22.4% | +26.3% | +4.9% |
| YTD | +7.7% | -11.3% | +19.0% | +7.4% |
| 1Y | +1.3% | +13.5% | -12.2% | -1.0% |
| 3Y | +7.2% | +162.1% | -155.0% | -3.8% |
| 5Y | -17.0% | +84.2% | -101.2% | -26.1% |
| All | +80.6% | +232.0% | -151.5% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling