+537.0%
MS vs AWK
+153.6%
+383.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.7% | -2.6% | +6.3% | +4.4% |
| 30D | +2.0% | +14.2% | -12.2% | -1.9% |
| 3M | -12.6% | +10.0% | -22.6% | -15.1% |
| 6M | -0.3% | +17.1% | -17.3% | -5.3% |
| YTD | +9.0% | +16.1% | -7.2% | +3.0% |
| 1Y | +13.9% | +17.5% | -3.7% | +7.0% |
| 3Y | +173.6% | +29.3% | +144.3% | +139.3% |
| 5Y | +122.0% | -3.5% | +125.5% | +115.4% |
| All | +537.0% | +153.6% | +383.4% | +460.2% |
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