+132.1%
AWK vs RUN
+43.4%
+88.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -0.7% | -3.4% | +2.6% | -0.6% |
| 30D | +2.8% | -14.0% | +16.7% | +3.5% |
| 3M | +11.3% | -27.5% | +38.8% | +12.9% |
| 6M | +6.7% | -29.0% | +35.7% | +7.9% |
| YTD | +9.4% | -53.1% | +62.5% | +12.3% |
| 1Y | +3.7% | -46.7% | +50.5% | +5.0% |
| 3Y | +9.2% | -38.3% | +47.5% | +1.5% |
| 5Y | -15.7% | -80.7% | +65.0% | -18.3% |
| All | +132.1% | +43.4% | +88.7% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling