+241.8%
AWK vs RUN
-31.9%
+273.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | +1.3% | +0.5% | +1.7% |
| 30D | +5.6% | -15.3% | +20.8% | +6.3% |
| 3M | +15.9% | -40.0% | +55.9% | +18.4% |
| 6M | +4.6% | -27.0% | +31.5% | +5.5% |
| YTD | +10.1% | -51.7% | +61.7% | +12.6% |
| 1Y | +2.1% | -45.9% | +48.0% | +3.2% |
| 3Y | +9.8% | -43.8% | +53.6% | +3.6% |
| 5Y | -15.4% | -80.5% | +65.1% | -17.8% |
| 10Y | +129.4% | +45.3% | +84.1% | +93.6% |
| All | +241.8% | -31.9% | +273.7% | +190.4% |
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 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