+72.5%
ICE vs AWK
+30.8%
+41.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +14.7% | +15.5% | -0.8% | +10.7% |
| 3M | +19.8% | +10.0% | +9.8% | +16.9% |
| 6M | +15.2% | +20.4% | -5.2% | +10.0% |
| YTD | +12.7% | +17.1% | -4.4% | +8.1% |
| 1Y | +20.4% | +18.3% | +2.1% | +15.1% |
| All | +72.5% | +30.8% | +41.8% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling