-16.7%
AWK vs MTB
+103.4%
-120.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | +4.3% | -4.6% | +8.9% | +4.8% |
| 3M | +12.5% | +6.3% | +6.3% | +11.8% |
| 6M | +3.3% | +15.6% | -12.3% | +1.8% |
| YTD | +9.8% | +20.6% | -10.8% | +7.4% |
| 1Y | +2.9% | +22.5% | -19.6% | +0.5% |
| 3Y | +9.6% | +114.4% | -104.8% | -2.4% |
| 5Y | -16.7% | +101.9% | -118.5% | -20.5% |
| All | -16.7% | +103.4% | -120.1% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling