+243.8%
MET vs AWK
+132.0%
+111.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | +0.5% | +2.1% | -1.6% | -0.2% |
| 3M | +11.6% | +11.4% | +0.2% | +7.4% |
| 6M | +40.8% | +3.9% | +36.9% | +38.3% |
| YTD | +25.7% | +7.7% | +18.0% | +21.5% |
| 1Y | +24.4% | +1.3% | +23.1% | +22.6% |
| 3Y | +67.5% | +7.2% | +60.3% | +57.5% |
| 5Y | +85.8% | -17.0% | +102.8% | +91.8% |
| All | +243.8% | +132.0% | +111.8% | +196.5% |
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 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