+73.1%
MA vs AWK
-15.4%
+88.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | +1.5% | +5.6% | -4.0% | 0.0% |
| 3M | +20.4% | +15.9% | +4.6% | +15.8% |
| 6M | +11.1% | +4.6% | +6.6% | +9.5% |
| YTD | +2.0% | +10.1% | -8.1% | -1.1% |
| 1Y | -2.2% | +2.1% | -4.2% | -3.2% |
| 3Y | +41.9% | +9.8% | +32.0% | +35.4% |
| All | +73.1% | -15.4% | +88.5% | +71.9% |
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