+286.5%
C vs AWK
+126.2%
+160.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.2% | +2.2% | +1.0% | +2.6% |
| 30D | +1.3% | +4.4% | -3.1% | +0.2% |
| 3M | +3.1% | +15.4% | -12.2% | -0.8% |
| 6M | +29.6% | +3.5% | +26.1% | +27.9% |
| YTD | +19.0% | +9.8% | +9.2% | +15.1% |
| 1Y | +45.6% | +3.0% | +42.7% | +43.2% |
| 3Y | +269.3% | +9.7% | +259.6% | +247.4% |
| 5Y | +131.6% | -17.2% | +148.7% | +136.6% |
| 10Y | +286.5% | +126.1% | +160.5% | +242.6% |
| All | +286.5% | +126.2% | +160.4% | +242.6% |
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