+132.1%
AWK vs IRM
+430.1%
-298.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | +2.8% | -7.8% | +10.5% | +5.1% |
| 3M | +11.3% | -7.9% | +19.2% | +13.4% |
| 6M | +6.7% | +6.3% | +0.4% | +3.0% |
| YTD | +9.4% | +38.2% | -28.8% | -3.5% |
| 1Y | +3.7% | +19.8% | -16.1% | -4.7% |
| 3Y | +9.2% | +98.8% | -89.5% | -20.8% |
| 5Y | -15.7% | +191.8% | -207.5% | -48.5% |
| All | +132.1% | +430.1% | -298.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling