+3.7%
AWK vs IRM
+20.9%
-17.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.8% |
| 30D | +2.8% | -7.8% | +10.5% | +2.4% |
| 3M | +11.3% | -7.9% | +19.2% | +11.0% |
| 6M | +6.7% | +6.3% | +0.4% | +6.0% |
| YTD | +9.4% | +38.2% | -28.8% | +8.6% |
| 1Y | +3.7% | +19.8% | -16.1% | +3.1% |
| All | +3.7% | +20.9% | -17.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling