+47.1%
GM vs AWK
+1.9%
+45.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -2.5% |
| 30D | -1.1% | +2.1% | -3.2% | -1.0% |
| 3M | +6.1% | +11.4% | -5.3% | +6.8% |
| 6M | +15.0% | +3.9% | +11.1% | +15.6% |
| YTD | +6.0% | +7.7% | -1.7% | +6.6% |
| 1Y | +47.1% | +1.3% | +45.8% | +42.6% |
| All | +47.1% | +1.9% | +45.2% | +42.6% |
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