+126.1%
AWK vs M
-6.4%
+132.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +2.1% |
| 30D | +4.4% | -11.6% | +16.1% | +5.0% |
| 3M | +15.4% | +1.6% | +13.7% | +15.2% |
| 6M | +3.5% | +25.2% | -21.7% | +2.3% |
| YTD | +9.8% | +3.8% | +6.0% | +9.3% |
| 1Y | +3.0% | +36.3% | -33.4% | +1.1% |
| 3Y | +9.7% | +116.3% | -106.7% | +3.7% |
| 5Y | -17.2% | +28.2% | -45.3% | -20.9% |
| 10Y | +126.1% | -3.4% | +129.5% | +81.9% |
| All | +126.1% | -6.4% | +132.4% | +81.9% |
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