-3.5%
MCD vs AWK
+18.2%
-21.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +5.9% | +1.2% | +4.7% | +5.4% |
| 30D | +19.6% | +15.8% | +3.9% | +13.4% |
| 3M | +3.3% | +11.0% | -7.7% | -0.8% |
| 6M | +3.5% | +21.0% | -17.5% | -3.3% |
| YTD | -6.1% | +16.7% | -22.8% | -11.5% |
| All | -3.5% | +18.2% | -21.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling