+165.5%
B vs AWK
+31.5%
+134.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | -7.3% | +0.1% | -7.5% | -7.4% |
| 30D | -3.3% | +14.3% | -17.6% | -5.4% |
| 3M | -7.8% | +10.3% | -18.1% | -9.2% |
| 6M | -15.5% | +18.9% | -34.5% | -18.0% |
| YTD | -12.3% | +17.7% | -30.0% | -15.0% |
| 1Y | +5.4% | +16.9% | -11.5% | +2.2% |
| 3Y | +165.5% | +32.2% | +133.4% | +138.8% |
| All | +165.5% | +31.5% | +134.0% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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