+157.6%
B vs AWK
-15.4%
+173.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | +9.4% | +5.6% | +3.9% | +7.7% |
| 3M | +5.0% | +15.9% | -10.9% | +0.2% |
| 6M | -3.5% | +4.6% | -8.1% | -5.2% |
| YTD | +4.5% | +10.1% | -5.6% | +0.6% |
| 1Y | +67.8% | +2.1% | +65.7% | +65.6% |
| 3Y | +196.7% | +9.8% | +186.9% | +179.8% |
| All | +157.6% | -15.4% | +173.0% | +158.0% |
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