+22.5%
MA vs AWK
+20.7%
+1.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.5% |
| 7D | +10.2% | +7.0% | +3.2% | +8.9% |
| 30D | +19.3% | +17.0% | +2.3% | +16.2% |
| 3M | +18.0% | +12.4% | +5.6% | +15.6% |
| 6M | +33.7% | +19.6% | +14.1% | +30.7% |
| YTD | +18.6% | +17.0% | +1.6% | +16.2% |
| 1Y | +22.5% | +20.0% | +2.5% | +19.1% |
| All | +22.5% | +20.7% | +1.8% | +19.1% |
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