+541.8%
MS vs AWK
+155.6%
+386.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -1.7% | 0.0% | -1.8% | -1.8% |
| 30D | +0.9% | +15.5% | -14.6% | -3.2% |
| 3M | -10.8% | +10.0% | -20.8% | -13.4% |
| 6M | +0.9% | +20.4% | -19.5% | -5.0% |
| YTD | +9.8% | +17.1% | -7.3% | +3.6% |
| 1Y | +17.1% | +18.3% | -1.2% | +9.9% |
| 3Y | +175.7% | +30.4% | +145.3% | +140.6% |
| 5Y | +125.9% | -2.7% | +128.5% | +118.6% |
| All | +541.8% | +155.6% | +386.2% | +463.2% |
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 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