-30.5%
C vs AWK
+1,042.6%
-1,073.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -2.4% | +4.1% | -6.5% | -4.1% |
| 30D | -6.0% | +18.0% | -24.0% | -12.7% |
| 3M | -10.5% | +12.2% | -22.8% | -15.3% |
| 6M | -5.7% | +21.2% | -26.9% | -14.3% |
| YTD | +4.1% | +17.6% | -13.4% | -5.0% |
| 1Y | +20.5% | +19.2% | +1.3% | +8.9% |
| 3Y | +208.1% | +26.7% | +181.4% | +158.7% |
| 5Y | +110.4% | -1.3% | +111.8% | +96.7% |
| 10Y | +234.6% | +159.7% | +75.0% | +59.9% |
| All | -30.5% | +1,042.6% | -1,073.0% | -91.0% |
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 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