+126.1%
AWK vs MOD
+1,642.7%
-1,516.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.2% |
| 7D | +1.7% | +9.6% | -7.9% | +1.6% |
| 30D | +5.6% | 0.0% | +5.5% | +5.5% |
| 3M | +15.9% | -35.4% | +51.2% | +16.6% |
| 6M | +4.6% | -7.3% | +11.8% | +4.3% |
| YTD | +10.1% | +45.8% | -35.8% | +8.3% |
| 1Y | +2.1% | +43.1% | -41.0% | +0.2% |
| 3Y | +9.8% | +297.7% | -287.8% | 0.0% |
| 5Y | -15.4% | +1,478.8% | -1,494.1% | -29.7% |
| All | +126.1% | +1,642.7% | -1,516.6% | +68.4% |
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