+132.1%
AWK vs MTB
+172.9%
-40.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | +2.8% | -4.6% | +7.4% | +3.5% |
| 3M | +11.3% | +7.4% | +3.9% | +10.0% |
| 6M | +6.7% | +18.7% | -11.9% | +3.7% |
| YTD | +9.4% | +21.1% | -11.7% | +5.7% |
| 1Y | +3.7% | +24.1% | -20.3% | -0.3% |
| 3Y | +9.2% | +115.3% | -106.1% | -6.2% |
| 5Y | -15.7% | +106.0% | -121.7% | -28.7% |
| All | +132.1% | +172.9% | -40.8% | +82.0% |
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