+28.5%
AWK vs PL
+403.1%
-374.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.1% | +12.0% | +1.7% |
| 7D | +7.2% | -20.5% | +27.7% | +6.8% |
| 30D | +19.0% | -38.8% | +57.8% | +18.2% |
| 3M | +14.4% | -49.1% | +63.5% | +13.2% |
| 6M | +22.6% | -69.4% | +92.0% | +20.9% |
| YTD | +19.2% | -42.3% | +61.6% | +18.1% |
| 1Y | +19.6% | -14.2% | +33.7% | +18.8% |
| All | +28.5% | +403.1% | -374.6% | +17.1% |
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