+2.9%
AWK vs S
+5.0%
-2.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.6% | -1.2% | +1.8% | +0.6% |
| 30D | +4.3% | -12.6% | +16.8% | +3.8% |
| 3M | +12.5% | +27.6% | -15.0% | +14.2% |
| 6M | +3.3% | +35.5% | -32.2% | +5.2% |
| YTD | +9.8% | +29.6% | -19.8% | +11.4% |
| 1Y | +2.9% | +8.1% | -5.2% | +3.2% |
| All | +2.9% | +5.0% | -2.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling