+19.2%
AWK vs MOD
-37.3%
+56.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -0.8% |
| 7D | +4.1% | -25.5% | +29.6% | +1.6% |
| 30D | +18.0% | -49.0% | +67.0% | +11.7% |
| 3M | +12.2% | -49.8% | +62.0% | +6.4% |
| 6M | +21.2% | -64.8% | +86.0% | +12.7% |
| YTD | +17.6% | -27.6% | +45.2% | +13.2% |
| 1Y | +19.2% | -35.2% | +54.4% | +14.8% |
| All | +19.2% | -37.3% | +56.5% | +14.8% |
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