+966.9%
AWK vs UUUU
-77.1%
+1,043.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.6% | +1.8% | -1.2% | +0.6% |
| 30D | +4.3% | +1.8% | +2.5% | +4.2% |
| 3M | +12.5% | +1.3% | +11.3% | +12.4% |
| 6M | +3.3% | -26.8% | +30.1% | +3.6% |
| YTD | +9.8% | +0.1% | +9.7% | +9.0% |
| 1Y | +2.9% | +11.2% | -8.3% | +1.6% |
| 3Y | +9.6% | +97.7% | -88.1% | +5.7% |
| 5Y | -16.7% | +127.3% | -144.0% | -20.8% |
| 10Y | +136.1% | +532.6% | -396.5% | +112.4% |
| All | +966.9% | -77.1% | +1,043.9% | +863.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling