-16.7%
AWK vs USFR
+20.4%
-37.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +4.3% | +0.3% | +4.0% | +4.3% |
| 3M | +12.5% | +1.0% | +11.6% | +12.6% |
| 6M | +3.3% | +1.9% | +1.4% | +3.5% |
| YTD | +9.8% | +2.7% | +7.1% | +10.1% |
| 1Y | +2.9% | +4.0% | -1.1% | +3.5% |
| 3Y | +9.6% | +14.0% | -4.4% | +29.1% |
| 5Y | -16.7% | +20.4% | -37.1% | +11.0% |
| All | -16.7% | +20.4% | -37.1% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling