+3.0%
AWK vs M
+31.9%
-28.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.4% |
| 7D | +2.2% | +2.4% | -0.2% | +2.3% |
| 30D | +4.4% | -11.6% | +16.1% | +3.5% |
| 3M | +15.4% | +1.6% | +13.7% | +16.0% |
| 6M | +3.5% | +25.2% | -21.7% | +6.4% |
| YTD | +9.8% | +3.8% | +6.0% | +11.6% |
| 1Y | +3.0% | +36.3% | -33.4% | +6.6% |
| All | +3.0% | +31.9% | -28.9% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling