+967.2%
AWK vs MDY
+474.0%
+493.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.1% |
| 7D | +2.2% | +1.0% | +1.1% | +1.7% |
| 30D | +4.4% | -3.1% | +7.6% | +5.8% |
| 3M | +15.4% | +1.8% | +13.5% | +14.3% |
| 6M | +3.5% | +10.8% | -7.3% | -1.4% |
| YTD | +9.8% | +14.4% | -4.6% | +2.9% |
| 1Y | +3.0% | +15.2% | -12.2% | -4.0% |
| 3Y | +9.7% | +51.2% | -41.5% | -11.2% |
| 5Y | -17.2% | +47.2% | -64.4% | -32.9% |
| 10Y | +126.1% | +171.1% | -45.0% | +33.9% |
| All | +967.2% | +474.0% | +493.2% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling