+24.4%
IOT vs AWK
+7.8%
+16.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | -4.5% | -2.1% | -2.4% | -4.5% |
| 30D | -2.4% | +2.1% | -4.5% | -2.5% |
| 3M | +19.0% | +11.4% | +7.6% | +19.2% |
| 6M | +19.6% | +3.9% | +15.7% | +19.8% |
| YTD | +8.3% | +7.7% | +0.6% | +8.6% |
| 1Y | -0.8% | +1.3% | -2.1% | -0.5% |
| 3Y | +24.4% | +7.2% | +17.2% | +7.2% |
| All | +24.4% | +7.8% | +16.6% | +7.2% |
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