+6.9%
AWK vs PL
+28.1%
-21.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -1.5% |
| 7D | +4.1% | -6.8% | +10.9% | +4.1% |
| 30D | +18.0% | -29.3% | +47.3% | +18.3% |
| 3M | +12.2% | -44.8% | +57.0% | +12.7% |
| 6M | +21.2% | -68.4% | +89.6% | +22.3% |
| YTD | +17.6% | -36.4% | +53.9% | +16.8% |
| 1Y | +19.2% | +0.7% | +18.5% | +17.2% |
| 3Y | +26.7% | +455.3% | -428.6% | +12.6% |
| 5Y | -1.3% | +22.7% | -24.0% | -7.3% |
| All | +6.9% | +28.1% | -21.1% | +0.5% |
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