-3.3%
AWK vs M
-3.3%
0.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.3% |
| 7D | +0.1% | +7.0% | -6.9% | -0.1% |
| 30D | +14.3% | +8.9% | +5.4% | +13.9% |
| 3M | +10.3% | +4.5% | +5.8% | +10.1% |
| 6M | +18.9% | +36.2% | -17.3% | +17.5% |
| YTD | +17.7% | +15.1% | +2.6% | +16.9% |
| 1Y | +16.9% | +27.4% | -10.6% | +15.5% |
| 3Y | +32.2% | +160.1% | -128.0% | +23.3% |
| All | -3.3% | -3.3% | 0.0% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling