+4.5%
AWK vs Q
+75.3%
-70.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | 0.0% |
| 7D | +2.2% | +6.7% | -4.6% | +2.9% |
| 30D | +4.4% | -10.6% | +15.0% | +3.3% |
| 3M | +15.4% | -14.6% | +30.0% | +13.9% |
| 6M | +3.5% | +12.1% | -8.5% | +5.1% |
| YTD | +9.8% | +51.3% | -41.5% | +14.0% |
| All | +4.5% | +75.3% | -70.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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