+56.5%
IOT vs AWK
-13.5%
+70.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | -3.0% | +4.3% | -7.3% | -4.1% |
| 3M | +15.0% | +12.5% | +2.4% | +11.6% |
| 6M | +13.1% | +3.3% | +9.8% | +11.9% |
| YTD | +9.0% | +9.8% | -0.7% | +6.0% |
| 1Y | +0.1% | +2.9% | -2.8% | -1.2% |
| 3Y | +26.4% | +9.6% | +16.8% | +14.6% |
| All | +56.5% | -13.5% | +70.0% | +77.5% |
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