+25.6%
MET vs AWK
+2.5%
+23.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -2.5% | -0.7% | -1.7% | -2.4% |
| 30D | 0.0% | +2.8% | -2.8% | -0.1% |
| 3M | +13.1% | +11.3% | +1.7% | +13.4% |
| 6M | +39.0% | +6.7% | +32.3% | +38.4% |
| YTD | +25.2% | +9.4% | +15.8% | +24.8% |
| 1Y | +25.6% | +3.7% | +21.9% | +24.4% |
| All | +25.6% | +2.5% | +23.2% | +24.4% |
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