+157.1%
AWK vs M
-6.5%
+163.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | +15.5% | +8.1% | +7.4% | +15.1% |
| 3M | +10.0% | +2.2% | +7.8% | +9.8% |
| 6M | +20.4% | +35.1% | -14.7% | +18.6% |
| YTD | +17.1% | +15.8% | +1.2% | +15.9% |
| 1Y | +18.3% | +25.8% | -7.6% | +16.6% |
| 3Y | +30.4% | +156.2% | -125.9% | +22.3% |
| 5Y | -2.7% | -2.4% | -0.3% | -5.5% |
| All | +157.1% | -6.5% | +163.6% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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