+31.4%
AWK vs IT
-53.1%
+84.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.6% |
| 7D | 0.0% | -6.8% | +6.9% | +0.6% |
| 30D | +15.5% | -0.6% | +16.1% | +15.6% |
| 3M | +10.0% | +3.1% | +6.9% | +9.6% |
| 6M | +20.4% | +25.5% | -5.1% | +17.4% |
| YTD | +17.1% | -23.5% | +40.6% | +18.4% |
| 1Y | +18.3% | -16.6% | +34.9% | +18.6% |
| All | +31.4% | -53.1% | +84.5% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling