+20.0%
AWK vs IT
-17.9%
+37.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +7.0% | -5.5% | +12.5% | +7.5% |
| 30D | +17.0% | +10.3% | +6.7% | +16.1% |
| 3M | +12.4% | +11.5% | +0.9% | +11.3% |
| 6M | +19.6% | +40.3% | -20.7% | +15.2% |
| YTD | +17.0% | -17.9% | +34.9% | +20.9% |
| 1Y | +20.0% | -8.8% | +28.8% | +18.8% |
| All | +20.0% | -17.9% | +37.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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