+26.7%
AWK vs URA
+36.0%
-9.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -0.9% |
| 7D | +4.1% | -4.1% | +8.2% | +3.7% |
| 30D | +18.0% | -19.0% | +37.0% | +15.6% |
| 3M | +12.2% | -25.1% | +37.4% | +9.3% |
| 6M | +21.2% | -44.5% | +65.7% | +15.0% |
| YTD | +17.6% | -24.3% | +41.9% | +15.7% |
| 1Y | +19.2% | -28.1% | +47.3% | +17.0% |
| 3Y | +26.7% | +40.7% | -13.9% | +29.3% |
| All | +26.7% | +36.0% | -9.2% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling