-14.8%
AWK vs S
-71.4%
+56.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.7% | -7.7% | +9.4% | +1.9% |
| 30D | +5.6% | -5.3% | +10.9% | +5.7% |
| 3M | +15.9% | +20.3% | -4.4% | +15.2% |
| 6M | +4.6% | +47.4% | -42.8% | +3.2% |
| YTD | +10.1% | +32.5% | -22.5% | +8.9% |
| 1Y | +2.1% | +9.5% | -7.4% | +1.6% |
| 3Y | +9.8% | +15.5% | -5.7% | +7.3% |
| All | -14.8% | -71.4% | +56.6% | -18.4% |
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