+32.2%
AWK vs PL
+536.4%
-504.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +0.1% | +10.0% | -9.9% | +0.4% |
| 30D | +14.3% | -2.3% | +16.5% | +14.3% |
| 3M | +10.3% | -44.2% | +54.5% | +9.5% |
| 6M | +18.9% | -66.1% | +85.0% | +17.6% |
| YTD | +17.7% | -30.0% | +47.7% | +17.1% |
| 1Y | +16.9% | +21.0% | -4.2% | +16.7% |
| 3Y | +32.2% | +516.5% | -484.3% | +21.1% |
| All | +32.2% | +536.4% | -504.2% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling