+54.7%
MMM vs AWK
+128.1%
-73.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -9.3% | +4.3% | -13.6% | -10.5% |
| 3M | +5.6% | +12.5% | -7.0% | +1.6% |
| 6M | +9.5% | +3.3% | +6.2% | +7.9% |
| YTD | +4.1% | +9.8% | -5.6% | +0.5% |
| 1Y | +9.4% | +2.9% | +6.5% | +7.5% |
| 3Y | +101.0% | +9.6% | +91.4% | +89.5% |
| 5Y | +26.1% | -16.7% | +42.8% | +29.3% |
| 10Y | +54.7% | +136.1% | -81.3% | +12.3% |
| All | +54.7% | +128.1% | -73.3% | +12.3% |
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 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