+7.1%
AWK vs IRE
-97.2%
+104.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -41.0% | -0.2% |
| 7D | +4.1% | -27.2% | +31.3% | +3.8% |
| 30D | +18.0% | -75.1% | +93.1% | +14.9% |
| 3M | +12.2% | -77.9% | +90.1% | +9.5% |
| 6M | +21.2% | -94.6% | +115.8% | +16.9% |
| YTD | +17.6% | -91.5% | +109.1% | +16.0% |
| 1Y | +19.2% | -97.8% | +117.1% | +17.4% |
| All | +7.1% | -97.2% | +104.3% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling