+384.2%
MMM vs AWK
+1,034.4%
-650.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.8% | +1.2% | +4.5% | +5.3% |
| 30D | +17.9% | +15.8% | +2.1% | +12.2% |
| 3M | +3.6% | +11.0% | -7.4% | -0.2% |
| 6M | +32.9% | +21.0% | +11.9% | +24.0% |
| YTD | +19.5% | +16.7% | +2.8% | +12.3% |
| 1Y | +16.5% | +17.2% | -0.6% | +9.3% |
| 3Y | +167.2% | +29.2% | +138.0% | +136.1% |
| 5Y | +48.2% | -2.3% | +50.5% | +43.9% |
| 10Y | +83.0% | +150.5% | -67.5% | +18.8% |
| All | +384.2% | +1,034.4% | -650.3% | +58.4% |
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