+969.7%
AWK vs OMC
+194.4%
+775.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | +1.7% | -6.4% | +8.1% | +3.4% |
| 30D | +5.6% | +1.1% | +4.5% | +5.2% |
| 3M | +15.9% | +10.4% | +5.4% | +12.5% |
| 6M | +4.6% | -1.7% | +6.3% | +4.5% |
| YTD | +10.1% | +4.4% | +5.6% | +7.4% |
| 1Y | +2.1% | +8.4% | -6.3% | -1.6% |
| 3Y | +9.8% | +14.4% | -4.5% | +2.5% |
| 5Y | -15.4% | +33.9% | -49.2% | -26.2% |
| 10Y | +129.4% | +34.9% | +94.6% | +88.4% |
| All | +969.7% | +194.4% | +775.3% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling