+1,058.8%
AWK vs MOD
+464.1%
+594.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.3% | +9.1% | +2.2% |
| 7D | +7.2% | -34.2% | +41.3% | +9.0% |
| 30D | +19.0% | -51.9% | +70.9% | +22.8% |
| 3M | +14.4% | -53.0% | +67.4% | +17.9% |
| 6M | +22.6% | -66.4% | +88.9% | +27.9% |
| YTD | +19.2% | -31.5% | +50.8% | +19.0% |
| 1Y | +19.6% | -39.6% | +59.1% | +19.8% |
| 3Y | +26.1% | +116.8% | -90.7% | +12.3% |
| 5Y | +0.1% | +713.8% | -713.7% | -20.4% |
| 10Y | +163.3% | +882.7% | -719.4% | +91.7% |
| All | +1,058.8% | +464.1% | +594.7% | +776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling