+969.7%
AWK vs IAG
+245.8%
+723.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.7% | -0.5% | +2.3% | +1.8% |
| 30D | +5.6% | +28.9% | -23.3% | +3.9% |
| 3M | +15.9% | +19.1% | -3.3% | +14.3% |
| 6M | +4.6% | -10.3% | +14.8% | +4.6% |
| YTD | +10.1% | +24.2% | -14.1% | +7.4% |
| 1Y | +2.1% | +116.5% | -114.4% | -4.2% |
| 3Y | +9.8% | +742.8% | -733.0% | -7.6% |
| 5Y | -15.4% | +753.3% | -768.7% | -30.6% |
| 10Y | +129.4% | +403.2% | -273.8% | +85.7% |
| All | +969.7% | +245.8% | +723.9% | +625.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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