+62.0%
EW vs AWK
+27.0%
+35.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +12.3% | +1.2% | +11.1% | +12.1% |
| 30D | +22.9% | +15.8% | +7.1% | +21.2% |
| 3M | +16.7% | +11.0% | +5.7% | +15.6% |
| 6M | +31.0% | +21.0% | +10.0% | +28.9% |
| YTD | +22.8% | +16.7% | +6.1% | +20.9% |
| 1Y | +25.6% | +17.2% | +8.4% | +23.5% |
| 3Y | +62.0% | +29.2% | +32.8% | +57.3% |
| All | +62.0% | +27.0% | +35.0% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling