+220.1%
C vs AWK
+146.2%
+73.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | -5.4% | +15.8% | -21.2% | -8.8% |
| 3M | -9.2% | +11.0% | -20.2% | -11.6% |
| 6M | -1.8% | +21.0% | -22.8% | -6.8% |
| YTD | +6.7% | +16.7% | -10.0% | +1.6% |
| 1Y | +23.5% | +17.2% | +6.4% | +17.4% |
| 3Y | +219.8% | +29.2% | +190.6% | +185.5% |
| 5Y | +112.4% | -2.3% | +114.7% | +106.0% |
| 10Y | +220.1% | +150.5% | +69.5% | +191.2% |
| All | +220.1% | +146.2% | +73.9% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling