+260.6%
AWK vs RUN
-34.8%
+295.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.5% |
| 7D | -2.6% | -13.7% | +11.1% | -1.9% |
| 30D | +14.2% | +9.4% | +4.8% | +13.5% |
| 3M | +10.0% | -13.4% | +23.5% | +10.5% |
| 6M | +17.1% | -39.6% | +56.7% | +19.3% |
| YTD | +16.1% | -53.7% | +69.8% | +18.8% |
| 1Y | +17.5% | -56.2% | +73.7% | +20.4% |
| 3Y | +29.3% | -9.7% | +39.1% | +18.3% |
| 5Y | -3.5% | -85.5% | +82.0% | -4.7% |
| 10Y | +152.7% | +66.7% | +85.9% | +112.8% |
| All | +260.6% | -34.8% | +295.4% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling