+1,228.4%
MAR vs AWK
+969.7%
+258.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.7% |
| 30D | -6.7% | +5.6% | -12.2% | -8.4% |
| 3M | -12.5% | +15.9% | -28.3% | -16.9% |
| 6M | +0.6% | +4.6% | -4.0% | -1.5% |
| YTD | +9.1% | +10.1% | -0.9% | +4.9% |
| 1Y | +26.2% | +2.1% | +24.1% | +24.2% |
| 3Y | +68.2% | +9.8% | +58.3% | +56.9% |
| 5Y | +163.9% | -15.4% | +179.3% | +168.4% |
| 10Y | +420.6% | +129.4% | +291.2% | +209.0% |
| All | +1,228.4% | +969.7% | +258.8% | +181.5% |
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