+156.8%
AWK vs P
+691.2%
-534.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +2.7% | -13.3% | +16.0% | +2.9% |
| 30D | +16.7% | -34.0% | +50.7% | +17.6% |
| 3M | +11.7% | +4.1% | +7.7% | +11.1% |
| 6M | +21.9% | +30.5% | -8.6% | +20.2% |
| YTD | +17.6% | +52.2% | -34.6% | +15.0% |
| 1Y | +19.8% | +10.3% | +9.5% | +18.4% |
| 3Y | +31.0% | +180.9% | -149.9% | +17.9% |
| 5Y | -3.0% | +259.7% | -262.7% | -16.1% |
| 10Y | +156.8% | +652.6% | -495.8% | +105.1% |
| All | +156.8% | +691.2% | -534.4% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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