+32.2%
AWK vs USFR
+14.4%
+17.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +0.1% | +0.1% | +0.1% | 0.0% |
| 30D | +14.3% | +0.4% | +13.9% | +13.3% |
| 3M | +10.3% | +1.1% | +9.2% | +7.3% |
| 6M | +18.9% | +2.0% | +16.9% | +11.8% |
| YTD | +17.7% | +3.5% | +14.2% | +4.8% |
| 1Y | +16.9% | +4.1% | +12.8% | +1.4% |
| 3Y | +32.2% | +14.4% | +17.8% | +72.2% |
| All | +32.2% | +14.4% | +17.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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