-16.3%
AWK vs UUUU
+79.1%
-95.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.5% |
| 7D | -2.1% | -10.5% | +8.4% | -2.1% |
| 30D | +2.1% | -10.5% | +12.6% | +2.1% |
| 3M | +11.4% | -14.1% | +25.5% | +11.4% |
| 6M | +3.9% | -35.5% | +39.4% | +4.2% |
| YTD | +7.7% | -10.9% | +18.6% | +6.9% |
| 1Y | +1.3% | +3.4% | -2.1% | -0.4% |
| 3Y | +7.2% | +73.1% | -66.0% | +2.2% |
| All | -16.3% | +79.1% | -95.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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