+53.9%
F vs AWK
-15.4%
+69.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.7% |
| 30D | +4.6% | +5.6% | -1.0% | +2.6% |
| 3M | -3.7% | +15.9% | -19.5% | -9.1% |
| 6M | +16.8% | +4.6% | +12.2% | +14.3% |
| YTD | +15.3% | +10.1% | +5.2% | +10.4% |
| 1Y | +31.0% | +2.1% | +28.9% | +28.8% |
| 3Y | +45.4% | +9.8% | +35.6% | +34.3% |
| All | +53.9% | -15.4% | +69.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling