+2,969.0%
MA vs AWK
+1,042.6%
+1,926.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +2.3% | +4.1% | -1.8% | +0.5% |
| 30D | +14.7% | +18.0% | -3.3% | +6.5% |
| 3M | +13.5% | +12.2% | +1.3% | +7.6% |
| 6M | +33.1% | +21.2% | +11.9% | +21.7% |
| YTD | +15.1% | +17.6% | -2.5% | +5.9% |
| 1Y | +18.7% | +19.2% | -0.5% | +8.4% |
| 3Y | +72.1% | +26.7% | +45.3% | +47.9% |
| 5Y | +92.8% | -1.3% | +94.1% | +84.7% |
| 10Y | +571.6% | +159.7% | +412.0% | +272.5% |
| All | +2,969.0% | +1,042.6% | +1,926.4% | +594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling