+554.8%
MA vs AWK
+146.2%
+408.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.3% | +1.2% | -1.6% | -0.8% |
| 30D | +11.3% | +15.8% | -4.5% | +5.3% |
| 3M | +16.7% | +11.0% | +5.7% | +12.0% |
| 6M | +32.8% | +21.0% | +11.8% | +23.2% |
| YTD | +15.6% | +16.7% | -1.1% | +8.1% |
| 1Y | +19.6% | +17.2% | +2.4% | +11.5% |
| 3Y | +72.1% | +29.2% | +42.9% | +49.6% |
| 5Y | +96.0% | -2.3% | +98.3% | +91.0% |
| 10Y | +554.8% | +150.5% | +404.2% | +348.6% |
| All | +554.8% | +146.2% | +408.6% | +348.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling