+5.6%
IR vs AWK
+21.9%
-16.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +3.7% | +4.1% | -0.4% | +3.5% |
| 30D | +7.4% | +18.0% | -10.5% | +6.0% |
| 3M | -5.9% | +12.2% | -18.1% | -6.2% |
| 6M | +5.6% | +21.2% | -15.7% | +3.7% |
| All | +5.6% | +21.9% | -16.3% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling