+95.1%
META vs AWK
+24.3%
+70.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.4% |
| 7D | -0.8% | +4.1% | -4.9% | +0.4% |
| 30D | -15.4% | +18.0% | -33.4% | -11.4% |
| 3M | +3.5% | +12.2% | -8.7% | +7.2% |
| 6M | -0.3% | +21.2% | -21.5% | +5.5% |
| YTD | -7.3% | +17.6% | -24.9% | -2.5% |
| 1Y | -1.1% | +19.2% | -20.3% | +4.5% |
| 3Y | +95.1% | +26.7% | +68.3% | +107.6% |
| All | +95.1% | +24.3% | +70.8% | +107.6% |
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