+29.4%
MMM vs AWK
-15.4%
+44.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | +1.7% | -5.1% | -3.7% |
| 30D | -7.0% | +5.6% | -12.6% | -8.4% |
| 3M | +10.8% | +15.9% | -5.0% | +6.4% |
| 6M | +5.8% | +4.6% | +1.2% | +4.1% |
| YTD | +6.8% | +10.1% | -3.3% | +3.5% |
| 1Y | +10.4% | +2.1% | +8.3% | +9.1% |
| 3Y | +104.7% | +9.8% | +94.8% | +92.8% |
| All | +29.4% | -15.4% | +44.8% | +27.9% |
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