+97.6%
META vs AWK
-3.1%
+100.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +3.3% | +2.7% | +0.6% | +2.9% |
| 30D | -10.8% | +16.7% | -27.4% | -12.6% |
| 3M | +7.9% | +11.7% | -3.8% | +6.3% |
| 6M | +5.4% | +21.9% | -16.5% | +2.2% |
| YTD | -2.6% | +17.6% | -20.2% | -5.3% |
| 1Y | +1.9% | +19.8% | -17.9% | -1.4% |
| 3Y | +97.0% | +31.0% | +66.0% | +72.1% |
| All | +97.6% | -3.1% | +100.7% | +100.3% |
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 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