-16.3%
AWK vs MDY
+46.3%
-62.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -2.1% | -1.9% | -0.3% | -1.6% |
| 30D | +2.1% | -4.6% | +6.7% | +3.5% |
| 3M | +11.4% | -1.2% | +12.6% | +11.7% |
| 6M | +3.9% | +9.2% | -5.3% | +0.7% |
| YTD | +7.7% | +13.1% | -5.4% | +2.8% |
| 1Y | +1.3% | +13.0% | -11.7% | -3.4% |
| 3Y | +7.2% | +49.2% | -42.0% | -12.2% |
| All | -16.3% | +46.3% | -62.5% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling