+19.2%
AWK vs PL
-3.5%
+22.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -0.9% |
| 7D | +4.1% | -6.8% | +10.9% | +3.9% |
| 30D | +18.0% | -29.3% | +47.3% | +16.7% |
| 3M | +12.2% | -44.8% | +57.0% | +10.1% |
| 6M | +21.2% | -68.4% | +89.6% | +17.6% |
| YTD | +17.6% | -36.4% | +53.9% | +15.9% |
| 1Y | +19.2% | +0.7% | +18.5% | +20.4% |
| All | +19.2% | -3.5% | +22.8% | +20.4% |
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