+17.7%
MS vs AWK
+19.4%
-1.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.3% |
| 7D | +5.1% | +0.1% | +4.9% | +5.1% |
| 30D | +5.7% | +14.3% | -8.6% | +11.6% |
| 3M | -12.2% | +10.3% | -22.5% | -8.6% |
| 6M | -0.5% | +18.9% | -19.4% | +7.8% |
| YTD | +9.8% | +17.7% | -7.9% | +20.4% |
| 1Y | +17.7% | +16.9% | +0.9% | +28.9% |
| All | +17.7% | +19.4% | -1.7% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling