+154.1%
MAR vs AWK
-16.7%
+170.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -4.7% | +4.3% | -9.0% | -5.3% |
| 3M | -15.6% | +12.5% | -28.1% | -17.2% |
| 6M | +1.2% | +3.3% | -2.1% | +0.6% |
| YTD | +7.5% | +9.8% | -2.3% | +5.7% |
| 1Y | +26.6% | +2.9% | +23.7% | +25.5% |
| 3Y | +66.0% | +9.6% | +56.3% | +59.8% |
| 5Y | +154.1% | -16.7% | +170.8% | +143.8% |
| All | +154.1% | -16.7% | +170.8% | +143.8% |
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 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