+46.0%
F vs AWK
+31.5%
+14.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | 0.0% | +14.3% | -14.2% | -2.7% |
| 3M | -13.2% | +10.3% | -23.5% | -15.0% |
| 6M | -10.2% | +18.9% | -29.2% | -13.5% |
| YTD | -4.9% | +17.7% | -22.7% | -8.6% |
| 1Y | -6.1% | +16.9% | -22.9% | -9.6% |
| 3Y | +46.0% | +32.2% | +13.8% | +23.9% |
| All | +46.0% | +31.5% | +14.5% | +23.9% |
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