+424.9%
MAR vs AWK
+135.6%
+289.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.1% | -0.7% | -1.3% | -2.0% |
| 30D | -5.7% | +2.8% | -8.4% | -6.1% |
| 3M | -14.6% | +11.3% | -25.9% | -16.3% |
| 6M | +1.3% | +6.7% | -5.4% | 0.0% |
| YTD | +6.7% | +9.4% | -2.7% | +4.7% |
| 1Y | +26.4% | +3.7% | +22.7% | +25.1% |
| 3Y | +64.7% | +9.2% | +55.5% | +59.1% |
| 5Y | +153.1% | -15.7% | +168.8% | +154.7% |
| All | +424.9% | +135.6% | +289.3% | +361.9% |
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 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