+42.4%
ICE vs AWK
+9.9%
+32.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -1.2% | +2.2% | -3.3% | -1.7% |
| 30D | +5.0% | +4.4% | +0.5% | +3.9% |
| 3M | +13.9% | +15.4% | -1.5% | +10.1% |
| 6M | -4.4% | +3.5% | -7.9% | -5.4% |
| YTD | -1.9% | +9.8% | -11.7% | -4.3% |
| 1Y | -8.1% | +3.0% | -11.1% | -9.1% |
| All | +42.4% | +9.9% | +32.5% | +40.8% |
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