+503.0%
MA vs AWK
+132.0%
+371.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -1.7% | -2.1% | +0.4% | -0.9% |
| 30D | +1.7% | +2.1% | -0.4% | +0.9% |
| 3M | +17.2% | +11.4% | +5.8% | +12.4% |
| 6M | +13.3% | +3.9% | +9.4% | +11.3% |
| YTD | +0.2% | +7.7% | -7.5% | -3.3% |
| 1Y | -2.7% | +1.3% | -4.0% | -4.1% |
| 3Y | +39.1% | +7.2% | +31.9% | +30.8% |
| 5Y | +68.8% | -17.0% | +85.8% | +76.0% |
| All | +503.0% | +132.0% | +371.0% | +323.7% |
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 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