+367.6%
IAU vs AWK
+969.7%
-602.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +4.4% | +5.6% | -1.1% | +4.0% |
| 3M | -1.1% | +15.9% | -16.9% | -2.3% |
| 6M | -13.7% | +4.6% | -18.3% | -14.1% |
| YTD | +2.7% | +10.1% | -7.3% | +1.8% |
| 1Y | +24.6% | +2.1% | +22.5% | +24.2% |
| 3Y | +126.8% | +9.8% | +117.0% | +123.9% |
| 5Y | +139.5% | -15.4% | +154.8% | +140.2% |
| 10Y | +226.3% | +129.4% | +96.9% | +205.1% |
| All | +367.6% | +969.7% | -602.1% | +309.7% |
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