-17.2%
AWK vs IRM
+192.5%
-209.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +2.2% | +1.6% | +0.5% | +1.8% |
| 30D | +4.4% | -4.2% | +8.6% | +5.2% |
| 3M | +15.4% | -5.4% | +20.7% | +16.2% |
| 6M | +3.5% | +12.0% | -8.5% | -0.5% |
| YTD | +9.8% | +42.0% | -32.2% | -1.0% |
| 1Y | +3.0% | +29.9% | -26.9% | -5.5% |
| 3Y | +9.7% | +104.4% | -94.7% | -20.1% |
| 5Y | -17.2% | +191.0% | -208.2% | -48.4% |
| All | -17.2% | +192.5% | -209.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling