-2.7%
AWK vs MTB
+65.0%
-67.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | +15.5% | +0.1% | +15.4% | +15.5% |
| 3M | +10.0% | -12.1% | +22.1% | +11.6% |
| 6M | +20.4% | +7.3% | +13.1% | +19.4% |
| YTD | +17.1% | +11.5% | +5.5% | +15.2% |
| 1Y | +18.3% | +21.3% | -3.0% | +15.2% |
| 3Y | +30.4% | +104.1% | -73.8% | +14.8% |
| 5Y | -2.7% | +61.8% | -64.5% | -9.6% |
| All | -2.7% | +65.0% | -67.6% | -9.6% |
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 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