+125.8%
AWK vs P
+705.1%
-579.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +1.7% | +6.5% | -4.8% | +1.6% |
| 30D | +5.6% | +18.8% | -13.3% | +5.0% |
| 3M | +15.9% | +26.7% | -10.9% | +14.9% |
| 6M | +4.6% | +62.2% | -57.6% | +2.6% |
| YTD | +10.1% | +48.5% | -38.4% | +8.1% |
| 1Y | +2.1% | +26.4% | -24.3% | +0.5% |
| 3Y | +9.8% | +159.4% | -149.6% | 0.0% |
| 5Y | -15.4% | +275.8% | -291.1% | -26.8% |
| All | +125.8% | +705.1% | -579.3% | +78.9% |
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