+766.8%
AWK vs URA
-51.6%
+818.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.7% |
| 7D | +4.1% | -4.1% | +8.2% | +4.4% |
| 30D | +18.0% | -19.0% | +37.0% | +19.7% |
| 3M | +12.2% | -25.1% | +37.4% | +14.4% |
| 6M | +21.2% | -44.5% | +65.7% | +26.3% |
| YTD | +17.6% | -24.3% | +41.9% | +18.2% |
| 1Y | +19.2% | -28.1% | +47.3% | +20.2% |
| 3Y | +26.7% | +40.7% | -13.9% | +15.4% |
| 5Y | -1.3% | +35.5% | -36.8% | -11.6% |
| 10Y | +159.7% | +281.2% | -121.5% | +86.6% |
| All | +766.8% | -51.6% | +818.4% | +722.0% |
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