+969.7%
AWK vs ES
+416.8%
+552.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +5.6% | -2.0% | +7.5% | +6.9% |
| 3M | +15.9% | +1.7% | +14.2% | +14.7% |
| 6M | +4.6% | -3.5% | +8.1% | +6.6% |
| YTD | +10.1% | +7.9% | +2.1% | +4.2% |
| 1Y | +2.1% | +17.2% | -15.1% | -9.7% |
| 3Y | +9.8% | +29.3% | -19.5% | -11.3% |
| 5Y | -15.4% | -5.7% | -9.6% | -15.5% |
| 10Y | +129.4% | +85.2% | +44.2% | +54.1% |
| All | +969.7% | +416.8% | +552.9% | +307.9% |
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