+607.1%
MS vs AWK
+158.1%
+449.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | -1.6% | +4.1% | -5.7% | -2.6% |
| 30D | -3.8% | +18.0% | -21.8% | -8.2% |
| 3M | -14.6% | +12.2% | -26.8% | -17.5% |
| 6M | -5.1% | +21.2% | -26.3% | -10.7% |
| YTD | +4.5% | +17.6% | -13.0% | -1.5% |
| 1Y | +13.5% | +19.2% | -5.7% | +6.3% |
| 3Y | +160.4% | +26.7% | +133.7% | +130.4% |
| 5Y | +112.9% | -1.3% | +114.2% | +105.0% |
| All | +607.1% | +158.1% | +449.0% | +534.8% |
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