+18.9%
AWK vs IRE
-97.8%
+116.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | +1.2% | -15.5% | +16.7% | +1.3% |
| 30D | +15.8% | -70.4% | +86.2% | +12.8% |
| 3M | +11.0% | -81.6% | +92.6% | +7.3% |
| 6M | +21.0% | -94.7% | +115.7% | +15.6% |
| YTD | +16.7% | -91.8% | +108.5% | +16.1% |
| All | +18.9% | -97.8% | +116.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling