+128.5%
AWK vs MKTX
+5.0%
+123.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +2.1% | +0.7% | +1.3% | +1.9% |
| 3M | +11.4% | +40.8% | -29.4% | +1.8% |
| 6M | +3.9% | -8.0% | +11.9% | +5.1% |
| YTD | +7.7% | -8.7% | +16.4% | +9.0% |
| 1Y | +1.3% | -11.8% | +13.1% | +3.2% |
| 3Y | +7.2% | -24.0% | +31.2% | +10.5% |
| 5Y | -17.0% | -60.3% | +43.3% | -1.9% |
| All | +128.5% | +5.0% | +123.4% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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