+236.4%
AWK vs P
+469.1%
-232.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.5% |
| 7D | +4.1% | -23.8% | +27.9% | +4.6% |
| 30D | +18.0% | -36.6% | +54.6% | +19.0% |
| 3M | +12.2% | +10.9% | +1.3% | +11.4% |
| 6M | +21.2% | +30.0% | -8.7% | +19.4% |
| YTD | +17.6% | +44.4% | -26.8% | +15.1% |
| 1Y | +19.2% | +3.9% | +15.3% | +17.9% |
| 3Y | +26.7% | +176.6% | -149.9% | +14.7% |
| 5Y | -1.3% | +249.3% | -250.6% | -13.7% |
| 10Y | +159.7% | +726.9% | -567.3% | +107.9% |
| All | +236.4% | +469.1% | -232.7% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling