+138.0%
B vs AWK
-1.1%
+139.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +9.6% | +4.1% | +5.5% | +8.4% |
| 30D | +3.5% | +18.0% | -14.5% | -1.4% |
| 3M | -1.6% | +12.2% | -13.8% | -4.9% |
| 6M | -1.7% | +21.2% | -22.9% | -7.4% |
| YTD | -5.3% | +17.6% | -22.9% | -10.6% |
| 1Y | +27.2% | +19.2% | +8.0% | +19.3% |
| 3Y | +166.1% | +26.7% | +139.4% | +137.6% |
| All | +138.0% | -1.1% | +139.0% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling