+1,042.6%
AWK vs ES
+414.0%
+628.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +0.5% |
| 7D | +4.1% | +1.9% | +2.2% | +2.9% |
| 30D | +18.0% | +7.1% | +10.9% | +13.0% |
| 3M | +12.2% | -1.9% | +14.2% | +13.5% |
| 6M | +21.2% | +4.4% | +16.9% | +17.8% |
| YTD | +17.6% | +7.3% | +10.2% | +11.6% |
| 1Y | +19.2% | +2.1% | +17.1% | +15.8% |
| 3Y | +26.7% | +41.8% | -15.1% | -3.7% |
| 5Y | -1.3% | +1.4% | -2.8% | -6.2% |
| 10Y | +159.7% | +86.8% | +72.9% | +73.5% |
| All | +1,042.6% | +414.0% | +628.6% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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