+157.1%
MMM vs AWK
+24.3%
+132.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +6.2% | +4.1% | +2.1% | +5.7% |
| 30D | +14.2% | +18.0% | -3.8% | +12.3% |
| 3M | +2.9% | +12.2% | -9.3% | +1.7% |
| 6M | +27.6% | +21.2% | +6.3% | +24.9% |
| YTD | +17.3% | +17.6% | -0.3% | +15.0% |
| 1Y | +15.1% | +19.2% | -4.1% | +12.6% |
| 3Y | +157.1% | +26.7% | +130.4% | +142.1% |
| All | +157.1% | +24.3% | +132.8% | +142.1% |
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