+969.7%
AWK vs IRM
+1,094.3%
-124.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.6% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +5.6% | -8.1% | +13.7% | +7.8% |
| 3M | +15.9% | -9.7% | +25.5% | +18.5% |
| 6M | +4.6% | +10.0% | -5.4% | +0.5% |
| YTD | +10.1% | +43.0% | -32.9% | -2.1% |
| 1Y | +2.1% | +32.7% | -30.6% | -7.8% |
| 3Y | +9.8% | +102.7% | -92.9% | -15.2% |
| 5Y | -15.4% | +187.6% | -202.9% | -42.0% |
| 10Y | +129.4% | +420.1% | -290.7% | +26.9% |
| All | +969.7% | +1,094.3% | -124.6% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling