+115.0%
AWK vs MGY
+209.8%
-94.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | +2.8% | +6.5% | -3.7% | +2.6% |
| 3M | +11.3% | +0.3% | +11.0% | +11.2% |
| 6M | +6.7% | -2.4% | +9.1% | +6.7% |
| YTD | +9.4% | +29.0% | -19.6% | +8.3% |
| 1Y | +3.7% | +17.0% | -13.3% | +3.0% |
| 3Y | +9.2% | +26.2% | -16.9% | +7.6% |
| 5Y | -15.7% | +92.3% | -108.0% | -18.7% |
| All | +115.0% | +209.8% | -94.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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