-16.7%
AWK vs RUN
-80.3%
+63.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +0.7% |
| 30D | +4.3% | -10.8% | +15.1% | +4.8% |
| 3M | +12.5% | -30.2% | +42.7% | +14.0% |
| 6M | +3.3% | -22.3% | +25.6% | +3.7% |
| YTD | +9.8% | -52.2% | +61.9% | +12.0% |
| 1Y | +2.9% | -45.1% | +48.0% | +3.6% |
| 3Y | +9.6% | -37.1% | +46.7% | +1.6% |
| 5Y | -16.7% | -80.3% | +63.6% | -21.1% |
| All | -16.7% | -80.3% | +63.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling