+711.4%
AWK vs URA
-31.1%
+742.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.7% | +1.1% | +0.7% | +1.6% |
| 30D | +5.6% | +7.4% | -1.8% | +4.9% |
| 3M | +15.9% | -8.4% | +24.3% | +16.3% |
| 6M | +4.6% | -12.7% | +17.3% | +5.1% |
| YTD | +10.1% | +7.8% | +2.3% | +7.9% |
| 1Y | +2.1% | +19.5% | -17.4% | -1.6% |
| 3Y | +9.8% | +116.4% | -106.6% | -3.6% |
| 5Y | -15.4% | +134.3% | -149.6% | -28.4% |
| 10Y | +129.4% | +359.3% | -229.8% | +65.0% |
| All | +711.4% | -31.1% | +742.6% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling