+32.2%
AWK vs MOD
+201.5%
-169.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +27.9% | -26.5% | +3.3% |
| 7D | +0.1% | +40.4% | -40.3% | +2.8% |
| 30D | +14.3% | -14.0% | +28.3% | +13.7% |
| 3M | +10.3% | -33.3% | +43.6% | +8.2% |
| 6M | +18.9% | -51.4% | +70.4% | +15.0% |
| YTD | +17.7% | +1.6% | +16.1% | +19.2% |
| 1Y | +16.9% | +5.4% | +11.5% | +18.9% |
| 3Y | +32.2% | +191.0% | -158.8% | +10.0% |
| All | +32.2% | +201.5% | -169.3% | +10.0% |
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