+9.2%
AWK vs QS
-25.4%
+34.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | -0.1% |
| 7D | +0.6% | -4.2% | +4.8% | +0.6% |
| 30D | +4.3% | -15.7% | +20.0% | +4.2% |
| 3M | +12.5% | -28.7% | +41.2% | +12.3% |
| 6M | +3.3% | -23.2% | +26.5% | +3.1% |
| YTD | +9.8% | -49.9% | +59.7% | +9.8% |
| 1Y | +2.9% | -38.8% | +41.7% | +2.5% |
| All | +9.2% | -25.4% | +34.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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