+156.8%
AWK vs MOD
+920.5%
-763.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.8% |
| 7D | +2.7% | -17.8% | +20.5% | +2.8% |
| 30D | +16.7% | -43.2% | +59.9% | +17.3% |
| 3M | +11.7% | -46.0% | +57.8% | +12.4% |
| 6M | +21.9% | -62.2% | +84.2% | +23.2% |
| YTD | +17.6% | -22.8% | +40.4% | +16.5% |
| 1Y | +19.8% | -35.5% | +55.3% | +19.1% |
| 3Y | +31.0% | +128.2% | -97.3% | +19.7% |
| 5Y | -3.0% | +791.6% | -794.6% | -18.9% |
| 10Y | +156.8% | +886.3% | -729.5% | +95.2% |
| All | +156.8% | +920.5% | -763.7% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling