+8.6%
MCD vs AWK
+31.5%
-22.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +14.1% | +14.3% | -0.1% | +9.1% |
| 3M | +0.6% | +10.3% | -9.7% | -2.7% |
| 6M | 0.0% | +18.9% | -18.9% | -5.7% |
| YTD | -9.3% | +17.7% | -27.0% | -14.4% |
| 1Y | -9.3% | +16.9% | -26.2% | -14.3% |
| 3Y | +8.6% | +32.2% | -23.6% | +0.6% |
| All | +8.6% | +31.5% | -22.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling