+44.1%
IR vs AWK
-1.1%
+45.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +3.7% | +4.1% | -0.4% | +2.9% |
| 30D | +7.4% | +18.0% | -10.5% | +3.9% |
| 3M | -5.9% | +12.2% | -18.1% | -8.2% |
| 6M | +5.6% | +21.2% | -15.7% | +1.3% |
| YTD | +4.8% | +17.6% | -12.7% | +1.0% |
| 1Y | +6.9% | +19.2% | -12.3% | +2.6% |
| 3Y | +27.6% | +26.7% | +0.8% | +15.3% |
| All | +44.1% | -1.1% | +45.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling