-17.2%
AWK vs URA
+131.0%
-148.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.2% |
| 7D | +2.2% | +8.1% | -5.9% | +2.2% |
| 30D | +4.4% | +5.8% | -1.3% | +4.5% |
| 3M | +15.4% | +3.4% | +11.9% | +15.5% |
| 6M | +3.5% | -2.6% | +6.1% | +3.6% |
| YTD | +9.8% | +11.2% | -1.4% | +9.4% |
| 1Y | +3.0% | +19.8% | -16.8% | +2.0% |
| 3Y | +9.7% | +121.5% | -111.8% | +2.3% |
| 5Y | -17.2% | +134.5% | -151.6% | -24.5% |
| All | -17.2% | +131.0% | -148.1% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling