+81.0%
F vs AWK
+146.2%
-65.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +2.9% | +15.8% | -12.9% | -2.2% |
| 3M | -9.5% | +11.0% | -20.5% | -12.7% |
| 6M | +4.0% | +21.0% | -17.0% | -3.0% |
| YTD | -1.3% | +16.7% | -18.0% | -7.2% |
| 1Y | -1.9% | +17.2% | -19.1% | -8.1% |
| 3Y | +53.5% | +29.2% | +24.3% | +35.8% |
| 5Y | -15.1% | -2.3% | -12.8% | -17.9% |
| 10Y | +81.0% | +150.5% | -69.6% | +47.3% |
| All | +81.0% | +146.2% | -65.2% | +47.3% |
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 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