+1,497.9%
META vs AWK
+521.2%
+976.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.4% |
| 7D | -3.1% | +7.2% | -10.3% | -4.8% |
| 30D | -18.1% | +19.0% | -37.1% | -21.7% |
| 3M | +2.9% | +14.4% | -11.5% | -0.7% |
| 6M | +0.2% | +22.6% | -22.4% | -5.4% |
| YTD | -8.1% | +19.2% | -27.3% | -12.9% |
| 1Y | -4.5% | +19.6% | -24.1% | -9.7% |
| 3Y | +94.2% | +26.1% | +68.1% | +73.9% |
| 5Y | +79.1% | +0.1% | +79.0% | +73.8% |
| 10Y | +405.9% | +163.3% | +242.6% | +248.4% |
| All | +1,497.9% | +521.2% | +976.6% | +712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling