+542.0%
MS vs AWK
+157.1%
+384.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | +5.7% | +14.3% | -8.6% | +1.7% |
| 3M | -12.2% | +10.3% | -22.5% | -14.7% |
| 6M | -0.5% | +18.9% | -19.4% | -5.9% |
| YTD | +9.8% | +17.7% | -7.9% | +3.5% |
| 1Y | +17.7% | +16.9% | +0.9% | +11.0% |
| 3Y | +176.8% | +32.2% | +144.6% | +140.4% |
| 5Y | +123.7% | -2.2% | +125.9% | +116.3% |
| All | +542.0% | +157.1% | +384.9% | +462.5% |
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