+20.0%
AWK vs MOD
-33.0%
+53.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.4% | +23.6% | +0.2% |
| 7D | +7.0% | -31.3% | +38.4% | +3.7% |
| 30D | +17.0% | -46.1% | +63.2% | +11.4% |
| 3M | +12.4% | -51.1% | +63.5% | +6.5% |
| 6M | +19.6% | -62.1% | +81.6% | +11.9% |
| YTD | +17.0% | -26.2% | +43.2% | +12.5% |
| 1Y | +20.0% | -32.6% | +52.6% | +15.6% |
| All | +20.0% | -33.0% | +53.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling