+158.6%
AWK vs MTB
+115.1%
+43.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | +14.3% | +2.3% | +11.9% | +13.8% |
| 3M | +10.3% | -12.1% | +22.4% | +12.5% |
| 6M | +18.9% | +9.8% | +9.1% | +17.0% |
| YTD | +17.7% | +12.0% | +5.7% | +15.1% |
| 1Y | +16.9% | +22.0% | -5.2% | +12.6% |
| 3Y | +32.2% | +107.6% | -75.4% | +13.8% |
| 5Y | -2.2% | +61.9% | -64.0% | -13.4% |
| All | +158.6% | +115.1% | +43.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling