+85.6%
MET vs AWK
+30.8%
+54.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.4% | +15.5% | -12.2% | +2.3% |
| 3M | +7.0% | +10.0% | -3.0% | +6.2% |
| 6M | +34.6% | +20.4% | +14.2% | +33.1% |
| YTD | +34.0% | +17.1% | +16.9% | +32.3% |
| 1Y | +35.9% | +18.3% | +17.7% | +34.1% |
| All | +85.6% | +30.8% | +54.8% | +72.3% |
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 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