+20.0%
AWK vs PL
-0.6%
+20.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +1.9% |
| 7D | +7.0% | -11.7% | +18.8% | +6.6% |
| 30D | +17.0% | -27.1% | +44.2% | +15.9% |
| 3M | +12.4% | -44.6% | +57.0% | +10.3% |
| 6M | +19.6% | -67.2% | +86.8% | +16.3% |
| YTD | +17.0% | -35.9% | +52.9% | +15.1% |
| 1Y | +20.0% | -0.4% | +20.4% | +19.4% |
| All | +20.0% | -0.6% | +20.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling