+10.9%
AWK vs MULL
+2,481.0%
-2,470.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.4% |
| 7D | +2.2% | +14.0% | -11.8% | +2.8% |
| 30D | +4.4% | +24.8% | -20.4% | +5.6% |
| 3M | +15.4% | -16.1% | +31.5% | +16.8% |
| 6M | +3.5% | +330.9% | -327.4% | +14.9% |
| YTD | +9.8% | +545.0% | -535.2% | +25.1% |
| 1Y | +3.0% | +2,427.1% | -2,424.1% | +27.6% |
| All | +10.9% | +2,481.0% | -2,470.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling