-3.0%
AWK vs PL
+36.0%
-39.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +2.7% | +5.6% | -2.9% | +2.7% |
| 30D | +16.7% | -16.9% | +33.6% | +16.9% |
| 3M | +11.7% | -38.2% | +50.0% | +12.2% |
| 6M | +21.9% | -63.4% | +85.4% | +22.9% |
| YTD | +17.6% | -27.6% | +45.2% | +16.8% |
| 1Y | +19.8% | +6.6% | +13.2% | +17.8% |
| 3Y | +31.0% | +557.6% | -526.6% | +15.9% |
| 5Y | -3.0% | +39.5% | -42.5% | -10.0% |
| All | -3.0% | +36.0% | -39.0% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling