-16.3%
AWK vs QSR
+40.5%
-56.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | -2.1% | -4.0% | +1.9% | -0.9% |
| 30D | +2.1% | +2.8% | -0.7% | +1.1% |
| 3M | +11.4% | +5.1% | +6.3% | +9.6% |
| 6M | +3.9% | +8.8% | -4.9% | +0.8% |
| YTD | +7.7% | +14.8% | -7.1% | +2.4% |
| 1Y | +1.3% | +25.7% | -24.4% | -6.8% |
| 3Y | +7.2% | +27.5% | -20.4% | -4.0% |
| All | -16.3% | +40.5% | -56.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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