-27.5%
C vs AWK
+1,037.8%
-1,065.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.5% |
| 30D | -5.3% | +15.5% | -20.9% | -11.3% |
| 3M | -8.0% | +10.0% | -18.0% | -12.1% |
| 6M | -0.3% | +20.4% | -20.7% | -9.1% |
| YTD | +8.6% | +17.1% | -8.4% | -0.8% |
| 1Y | +25.8% | +18.3% | +7.6% | +14.1% |
| 3Y | +221.2% | +30.4% | +190.8% | +165.5% |
| 5Y | +113.6% | -2.7% | +116.2% | +101.1% |
| 10Y | +218.3% | +154.7% | +63.6% | +54.1% |
| All | -27.5% | +1,037.8% | -1,065.2% | -90.6% |
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 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