+864.9%
MO vs AWK
+969.7%
-104.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | +0.6% | +5.6% | -4.9% | -1.1% |
| 3M | -1.0% | +15.9% | -16.8% | -5.7% |
| 6M | +4.3% | +4.6% | -0.2% | +2.6% |
| YTD | +23.3% | +10.1% | +13.2% | +19.0% |
| 1Y | +10.5% | +2.1% | +8.4% | +9.2% |
| 3Y | +96.3% | +9.8% | +86.4% | +87.4% |
| 5Y | +98.9% | -15.4% | +114.2% | +104.0% |
| 10Y | +103.6% | +129.4% | -25.8% | +45.5% |
| All | +864.9% | +969.7% | -104.7% | +311.2% |
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