+1,042.6%
AWK vs GEN
+380.1%
+662.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | +4.1% | +2.3% | +1.8% | +3.8% |
| 30D | +18.0% | +33.1% | -15.1% | +13.2% |
| 3M | +12.2% | +6.5% | +5.7% | +10.7% |
| 6M | +21.2% | +53.8% | -32.6% | +13.2% |
| YTD | +17.6% | +11.2% | +6.3% | +14.6% |
| 1Y | +19.2% | +19.4% | -0.2% | +14.9% |
| 3Y | +26.7% | +81.0% | -54.3% | +13.3% |
| 5Y | -1.3% | +33.4% | -34.8% | -8.7% |
| 10Y | +159.7% | +164.3% | -4.6% | +107.3% |
| All | +1,042.6% | +380.1% | +662.5% | +626.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling