+39.4%
GM vs AWK
+20.7%
+18.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.5% |
| 7D | +12.1% | +7.0% | +5.0% | +11.8% |
| 30D | +15.2% | +17.0% | -1.8% | +14.9% |
| 3M | +4.9% | +12.4% | -7.5% | +4.8% |
| 6M | +22.6% | +19.6% | +3.0% | +22.9% |
| YTD | +14.4% | +17.0% | -2.6% | +14.7% |
| 1Y | +39.4% | +20.0% | +19.4% | +38.6% |
| All | +39.4% | +20.7% | +18.8% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling