+16.9%
AWK vs MOD
-6.2%
+23.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +27.9% | -26.5% | +3.6% |
| 7D | +0.1% | +40.4% | -40.3% | +3.4% |
| 30D | +14.3% | -14.0% | +28.3% | +13.3% |
| 3M | +10.3% | -33.3% | +43.6% | +7.6% |
| 6M | +18.9% | -51.4% | +70.4% | +14.2% |
| YTD | +17.7% | +1.6% | +16.1% | +15.9% |
| 1Y | +16.9% | +5.4% | +11.5% | +15.7% |
| All | +16.9% | -6.2% | +23.0% | +15.7% |
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