+29.2%
AWK vs MOD
+148.6%
-119.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.9% | -10.6% | 0.0% |
| 7D | +1.2% | -13.9% | +15.2% | +0.4% |
| 30D | +15.8% | -41.5% | +57.3% | +12.0% |
| 3M | +11.0% | -45.7% | +56.7% | +7.1% |
| 6M | +21.0% | -61.1% | +82.1% | +15.0% |
| YTD | +16.7% | -20.5% | +37.2% | +16.0% |
| 1Y | +17.2% | -32.1% | +49.3% | +15.7% |
| 3Y | +29.2% | +146.5% | -117.3% | +7.7% |
| All | +29.2% | +148.6% | -119.4% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling