+156.8%
AWK vs M
-3.0%
+159.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +2.7% | +5.0% | -2.3% | +2.4% |
| 30D | +16.7% | +10.6% | +6.0% | +16.1% |
| 3M | +11.7% | +1.6% | +10.2% | +11.6% |
| 6M | +21.9% | +30.8% | -8.9% | +20.2% |
| YTD | +17.6% | +16.9% | +0.7% | +16.4% |
| 1Y | +19.8% | +26.3% | -6.5% | +18.1% |
| 3Y | +31.0% | +158.6% | -127.6% | +22.8% |
| 5Y | -3.0% | +2.1% | -5.1% | -6.0% |
| 10Y | +156.8% | -4.3% | +161.1% | +109.8% |
| All | +156.8% | -3.0% | +159.8% | +109.8% |
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