+5.6%
AWK vs PL
+41.8%
-36.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -2.6% | +22.3% | -24.8% | -2.7% |
| 30D | +14.2% | -8.3% | +22.5% | +14.2% |
| 3M | +10.0% | -43.3% | +53.3% | +10.5% |
| 6M | +17.1% | -65.8% | +82.9% | +18.2% |
| YTD | +16.1% | -29.5% | +45.6% | +15.3% |
| 1Y | +17.5% | +11.7% | +5.8% | +15.5% |
| 3Y | +29.3% | +540.6% | -511.2% | +14.5% |
| 5Y | -3.5% | +32.9% | -36.4% | -9.6% |
| All | +5.6% | +41.8% | -36.2% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling