+19.8%
AWK vs MOD
-35.8%
+55.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.5% |
| 7D | +2.7% | -17.8% | +20.5% | +1.2% |
| 30D | +16.7% | -43.2% | +59.9% | +11.6% |
| 3M | +11.7% | -46.0% | +57.8% | +6.7% |
| 6M | +21.9% | -62.2% | +84.2% | +14.1% |
| YTD | +17.6% | -22.8% | +40.4% | +14.1% |
| 1Y | +19.8% | -35.5% | +55.3% | +14.9% |
| All | +19.8% | -35.8% | +55.6% | +14.9% |
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