+5.6%
META vs AWK
+19.4%
-13.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +3.3% |
| 7D | +5.2% | +0.1% | +5.0% | +5.2% |
| 30D | -13.0% | +14.3% | -27.3% | -9.8% |
| 3M | +7.9% | +10.3% | -2.4% | +11.2% |
| 6M | +4.2% | +18.9% | -14.7% | +9.0% |
| YTD | -2.5% | +17.7% | -20.3% | +1.7% |
| 1Y | +5.6% | +16.9% | -11.3% | +10.0% |
| All | +5.6% | +19.4% | -13.9% | +10.0% |
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