+132.1%
AWK vs IT
+92.9%
+39.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -0.7% | -12.7% | +12.0% | +1.7% |
| 30D | +2.8% | -8.9% | +11.7% | +4.4% |
| 3M | +11.3% | +10.1% | +1.2% | +8.2% |
| 6M | +6.7% | +7.3% | -0.5% | +3.6% |
| YTD | +9.4% | -32.4% | +41.7% | +15.7% |
| 1Y | +3.7% | -26.6% | +30.4% | +7.3% |
| 3Y | +9.2% | -51.8% | +61.1% | +20.3% |
| 5Y | -15.7% | -45.6% | +29.9% | -11.4% |
| All | +132.1% | +92.9% | +39.1% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling