+136.1%
AWK vs URA
+369.2%
-233.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.6% | +5.7% | -5.1% | +0.4% |
| 30D | +4.3% | +5.6% | -1.3% | +4.0% |
| 3M | +12.5% | +6.2% | +6.3% | +12.1% |
| 6M | +3.3% | -8.2% | +11.5% | +3.4% |
| YTD | +9.8% | +9.7% | +0.1% | +8.2% |
| 1Y | +2.9% | +17.0% | -14.1% | +0.4% |
| 3Y | +9.6% | +118.5% | -108.9% | -1.5% |
| 5Y | -16.7% | +134.3% | -151.0% | -27.6% |
| 10Y | +136.1% | +377.5% | -241.4% | +64.1% |
| All | +136.1% | +369.2% | -233.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling