+7.8%
LOW vs AWK
-16.7%
+24.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -9.3% | +4.3% | -13.6% | -10.8% |
| 3M | -8.1% | +12.5% | -20.6% | -12.2% |
| 6M | -19.8% | +3.3% | -23.1% | -21.0% |
| YTD | -16.4% | +9.8% | -26.1% | -19.8% |
| 1Y | -24.7% | +2.9% | -27.6% | -26.0% |
| 3Y | -8.8% | +9.6% | -18.4% | -14.9% |
| 5Y | +7.8% | -16.7% | +24.4% | +3.4% |
| All | +7.8% | -16.7% | +24.5% | +3.4% |
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