+498.8%
MAR vs AWK
+157.1%
+341.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +13.8% | +14.3% | -0.5% | +11.2% |
| 3M | +20.3% | +10.3% | +10.0% | +18.2% |
| 6M | +21.3% | +18.9% | +2.4% | +17.6% |
| YTD | +37.2% | +17.7% | +19.5% | +32.9% |
| 1Y | +48.4% | +16.9% | +31.6% | +44.0% |
| 3Y | +120.1% | +32.2% | +87.9% | +104.7% |
| 5Y | +182.1% | -2.2% | +184.2% | +176.7% |
| All | +498.8% | +157.1% | +341.7% | +433.4% |
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