+526.1%
ICE vs AWK
+969.7%
-443.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.7% | +1.7% | -2.4% | -1.6% |
| 30D | +7.6% | +5.6% | +2.0% | +4.5% |
| 3M | +13.9% | +15.9% | -1.9% | +5.1% |
| 6M | -2.4% | +4.6% | -6.9% | -5.3% |
| YTD | +0.3% | +10.1% | -9.8% | -5.7% |
| 1Y | -6.4% | +2.1% | -8.5% | -8.7% |
| 3Y | +43.1% | +9.8% | +33.3% | +30.1% |
| 5Y | +42.1% | -15.4% | +57.5% | +48.2% |
| 10Y | +220.9% | +129.4% | +91.5% | +64.8% |
| All | +526.1% | +969.7% | -443.6% | -26.4% |
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