+110.9%
MO vs AWK
+132.0%
-21.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +0.1% | -2.1% | +2.3% | +0.9% |
| 30D | +7.1% | +2.1% | +5.1% | +6.4% |
| 3M | -2.0% | +11.4% | -13.3% | -5.5% |
| 6M | +7.3% | +3.9% | +3.4% | +5.8% |
| YTD | +23.5% | +7.7% | +15.8% | +20.0% |
| 1Y | +11.0% | +1.3% | +9.7% | +10.0% |
| 3Y | +95.0% | +7.2% | +87.8% | +87.6% |
| 5Y | +100.6% | -17.0% | +117.6% | +108.1% |
| All | +110.9% | +132.0% | -21.1% | +44.3% |
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