+760.6%
AWK vs URA
-48.6%
+809.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.2% |
| 7D | +1.2% | +4.3% | -3.1% | +0.9% |
| 30D | +15.8% | -11.7% | +27.5% | +16.7% |
| 3M | +11.0% | -23.5% | +34.5% | +13.0% |
| 6M | +21.0% | -37.8% | +58.7% | +24.9% |
| YTD | +16.7% | -19.6% | +36.3% | +16.8% |
| 1Y | +17.2% | -24.8% | +41.9% | +17.8% |
| 3Y | +29.2% | +47.0% | -17.8% | +17.4% |
| 5Y | -2.3% | +35.4% | -37.7% | -12.1% |
| 10Y | +150.5% | +302.3% | -151.8% | +79.4% |
| All | +760.6% | -48.6% | +809.2% | +712.6% |
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