-14.8%
AWK vs GEN
+24.6%
-39.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +5.6% | +10.1% | -4.6% | +4.1% |
| 3M | +15.9% | +16.1% | -0.2% | +13.3% |
| 6M | +4.6% | +38.9% | -34.3% | -0.4% |
| YTD | +10.1% | +14.4% | -4.4% | +8.2% |
| 1Y | +2.1% | +5.9% | -3.8% | +1.7% |
| 3Y | +9.8% | +58.8% | -48.9% | -1.4% |
| All | -14.8% | +24.6% | -39.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling