+17.5%
AWK vs URA
-29.1%
+46.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -1.3% |
| 7D | -2.6% | +4.5% | -7.0% | -1.9% |
| 30D | +14.2% | -13.4% | +27.6% | +12.2% |
| 3M | +10.0% | -28.4% | +38.4% | +5.7% |
| 6M | +17.1% | -40.5% | +57.5% | +10.3% |
| YTD | +16.1% | -24.3% | +40.4% | +16.6% |
| 1Y | +17.5% | -28.8% | +46.4% | +16.9% |
| All | +17.5% | -29.1% | +46.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling