+26.7%
AWK vs M
+100.8%
-74.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | +4.1% | -4.3% | +8.4% | +4.1% |
| 30D | +18.0% | +1.3% | +16.7% | +18.0% |
| 3M | +12.2% | -7.4% | +19.6% | +12.2% |
| 6M | +21.2% | +18.3% | +2.9% | +21.4% |
| YTD | +17.6% | +7.6% | +10.0% | +17.8% |
| 1Y | +19.2% | +17.4% | +1.8% | +19.3% |
| 3Y | +26.7% | +108.4% | -81.6% | +16.2% |
| All | +26.7% | +100.8% | -74.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling