+1,043.1%
AWK vs GEN
+383.7%
+659.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +16.7% | +29.1% | -12.4% | +12.4% |
| 3M | +11.7% | +2.9% | +8.8% | +10.8% |
| 6M | +21.9% | +33.6% | -11.7% | +16.2% |
| YTD | +17.6% | +12.0% | +5.6% | +14.5% |
| 1Y | +19.8% | +16.2% | +3.6% | +16.0% |
| 3Y | +31.0% | +65.1% | -34.1% | +18.9% |
| 5Y | -3.0% | +33.3% | -36.3% | -10.2% |
| 10Y | +156.8% | +149.7% | +7.1% | +107.2% |
| All | +1,043.1% | +383.7% | +659.4% | +626.1% |
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