+425.7%
META vs AWK
+146.2%
+279.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +5.7% | +1.2% | +4.5% | +5.4% |
| 30D | -10.8% | +15.8% | -26.5% | -13.8% |
| 3M | +8.4% | +11.0% | -2.6% | +5.7% |
| 6M | +5.4% | +21.0% | -15.6% | +0.3% |
| YTD | -2.6% | +16.7% | -19.3% | -6.8% |
| 1Y | +3.5% | +17.2% | -13.6% | -1.2% |
| 3Y | +102.0% | +29.2% | +72.8% | +79.4% |
| 5Y | +93.1% | -2.3% | +95.4% | +89.3% |
| 10Y | +425.7% | +150.5% | +275.1% | +300.7% |
| All | +425.7% | +146.2% | +279.5% | +300.7% |
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 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