+6.5%
AWK vs PL
+46.3%
-39.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | 0.0% | +13.4% | -13.3% | 0.0% |
| 30D | +15.5% | -10.2% | +25.7% | +15.6% |
| 3M | +10.0% | -39.5% | +49.5% | +10.4% |
| 6M | +20.4% | -65.7% | +86.1% | +21.6% |
| YTD | +17.1% | -27.3% | +44.3% | +16.2% |
| 1Y | +18.3% | +15.0% | +3.3% | +16.2% |
| 3Y | +30.4% | +560.8% | -530.5% | +15.5% |
| 5Y | -2.7% | +38.4% | -41.1% | -8.7% |
| All | +6.5% | +46.3% | -39.8% | 0.0% |
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