+966.9%
AWK vs MKTX
+2,356.3%
-1,389.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +4.3% | +1.0% | +3.3% | +4.1% |
| 3M | +12.5% | +40.8% | -28.3% | +6.0% |
| 6M | +3.3% | -10.9% | +14.2% | +4.3% |
| YTD | +9.8% | -8.6% | +18.4% | +10.3% |
| 1Y | +2.9% | -11.6% | +14.5% | +3.9% |
| 3Y | +9.6% | -24.5% | +34.1% | +11.9% |
| 5Y | -16.7% | -60.7% | +44.1% | -7.7% |
| 10Y | +136.1% | +5.1% | +130.9% | +127.3% |
| All | +966.9% | +2,356.3% | -1,389.5% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling