+128.5%
AWK vs MDY
+177.2%
-48.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -2.1% | -1.9% | -0.3% | -1.4% |
| 30D | +2.1% | -4.6% | +6.7% | +4.1% |
| 3M | +11.4% | -1.2% | +12.6% | +11.8% |
| 6M | +3.9% | +9.2% | -5.3% | -0.4% |
| YTD | +7.7% | +13.1% | -5.4% | +1.4% |
| 1Y | +1.3% | +13.0% | -11.7% | -4.9% |
| 3Y | +7.2% | +49.2% | -42.0% | -14.0% |
| 5Y | -17.0% | +47.2% | -64.2% | -34.0% |
| All | +128.5% | +177.2% | -48.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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