+969.7%
AWK vs M
+82.3%
+887.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | +1.7% | +4.7% | -3.0% | +1.4% |
| 30D | +5.6% | -9.6% | +15.2% | +6.4% |
| 3M | +15.9% | +0.9% | +15.0% | +15.6% |
| 6M | +4.6% | +22.3% | -17.7% | +2.6% |
| YTD | +10.1% | +6.5% | +3.5% | +9.0% |
| 1Y | +2.1% | +38.8% | -36.7% | -1.2% |
| 3Y | +9.8% | +115.9% | -106.1% | +0.2% |
| 5Y | -15.4% | +28.6% | -44.0% | -21.8% |
| 10Y | +129.4% | -2.5% | +131.9% | +96.9% |
| All | +969.7% | +82.3% | +887.4% | +653.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling