-0.9%
AWK vs S
-67.4%
+66.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | +4.1% | -13.4% | +17.5% | +4.4% |
| 30D | +18.0% | -14.0% | +32.0% | +18.3% |
| 3M | +12.2% | +4.9% | +7.4% | +11.9% |
| 6M | +21.2% | +42.0% | -20.8% | +19.7% |
| YTD | +17.6% | +45.1% | -27.6% | +15.8% |
| 1Y | +19.2% | +33.1% | -13.8% | +17.7% |
| 3Y | +26.7% | +40.6% | -13.9% | +22.4% |
| All | -0.9% | -67.4% | +66.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling