-15.7%
AWK vs OMC
+31.0%
-46.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -0.7% | -6.2% | +5.5% | +0.5% |
| 30D | +2.8% | -7.6% | +10.3% | +4.3% |
| 3M | +11.3% | +7.4% | +3.9% | +9.6% |
| 6M | +6.7% | +0.1% | +6.6% | +6.3% |
| YTD | +9.4% | +0.4% | +8.9% | +8.5% |
| 1Y | +3.7% | +7.8% | -4.0% | +1.2% |
| 3Y | +9.2% | +11.8% | -2.6% | +4.1% |
| 5Y | -15.7% | +32.5% | -48.2% | -23.6% |
| All | -15.7% | +31.0% | -46.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling