+87.8%
MET vs AWK
-3.5%
+91.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.4% | +15.5% | -12.2% | +0.6% |
| 3M | +7.0% | +10.0% | -3.0% | +5.0% |
| 6M | +34.6% | +20.4% | +14.2% | +29.9% |
| YTD | +34.0% | +17.1% | +16.9% | +29.4% |
| 1Y | +35.9% | +18.3% | +17.7% | +30.9% |
| 3Y | +85.5% | +30.4% | +55.1% | +69.0% |
| 5Y | +87.8% | -2.7% | +90.4% | +70.7% |
| All | +87.8% | -3.5% | +91.3% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling