+10.6%
IOT vs AWK
+20.7%
-10.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +4.1% |
| 7D | -0.5% | +7.0% | -7.5% | -0.6% |
| 30D | +1.0% | +17.0% | -16.1% | +0.6% |
| 3M | +10.9% | +12.4% | -1.5% | +10.9% |
| 6M | +39.9% | +19.6% | +20.3% | +41.6% |
| YTD | +20.8% | +17.0% | +3.7% | +24.3% |
| 1Y | +10.6% | +20.0% | -9.4% | +13.4% |
| All | +10.6% | +20.7% | -10.1% | +13.4% |
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 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