+643.2%
GEV vs AWK
+25.9%
+617.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.0% |
| 7D | +8.1% | +2.2% | +5.9% | +9.5% |
| 30D | -1.9% | +4.4% | -6.4% | +0.9% |
| 3M | +4.1% | +15.4% | -11.3% | +14.3% |
| 6M | +23.2% | +3.5% | +19.7% | +27.6% |
| YTD | +48.9% | +9.8% | +39.1% | +60.2% |
| 1Y | +62.2% | +3.0% | +59.2% | +68.6% |
| All | +643.2% | +25.9% | +617.2% | +729.7% |
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