+132.1%
AWK vs OMC
+35.0%
+97.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -0.7% | -6.2% | +5.5% | +0.7% |
| 30D | +2.8% | -7.6% | +10.3% | +4.6% |
| 3M | +11.3% | +7.4% | +3.9% | +9.2% |
| 6M | +6.7% | +0.1% | +6.6% | +6.1% |
| YTD | +9.4% | +0.4% | +8.9% | +8.1% |
| 1Y | +3.7% | +7.8% | -4.0% | +0.6% |
| 3Y | +9.2% | +11.8% | -2.6% | +3.3% |
| 5Y | -15.7% | +32.5% | -48.2% | -25.4% |
| All | +132.1% | +35.0% | +97.1% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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