-7.5%
IR vs AWK
+3.3%
-10.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | -15.0% | +4.3% | -19.3% | -15.3% |
| 3M | -0.4% | +12.5% | -13.0% | -1.1% |
| 6M | -15.0% | +3.3% | -18.3% | -15.6% |
| YTD | -7.1% | +9.8% | -16.8% | -7.7% |
| 1Y | -7.5% | +2.9% | -10.4% | -9.7% |
| All | -7.5% | +3.3% | -10.9% | -9.7% |
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