+50.7%
B vs AWK
+969.7%
-918.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +5.0% | +15.9% | -10.9% | -0.4% |
| 6M | -3.5% | +4.6% | -8.1% | -5.6% |
| YTD | +4.5% | +10.1% | -5.6% | +0.1% |
| 1Y | +67.8% | +2.1% | +65.7% | +64.4% |
| 3Y | +196.7% | +9.8% | +186.9% | +179.8% |
| 5Y | +151.9% | -15.4% | +167.3% | +157.9% |
| 10Y | +202.2% | +129.4% | +72.8% | +106.6% |
| All | +50.7% | +969.7% | -918.9% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling