+335.7%
AWK vs USFR
+27.5%
+308.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | +5.6% | +0.3% | +5.3% | +5.5% |
| 3M | +15.9% | +1.0% | +14.9% | +15.5% |
| 6M | +4.6% | +1.9% | +2.6% | +4.0% |
| YTD | +10.1% | +2.6% | +7.4% | +9.2% |
| 1Y | +2.1% | +4.0% | -1.9% | +0.9% |
| 3Y | +9.8% | +14.1% | -4.3% | +6.1% |
| 5Y | -15.4% | +20.4% | -35.8% | -19.6% |
| 10Y | +129.4% | +28.0% | +101.4% | +113.9% |
| All | +335.7% | +27.5% | +308.1% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling