+122.2%
MS vs AWK
-3.1%
+125.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +0.8% | +2.7% | -1.9% | +0.5% |
| 30D | -0.7% | +16.7% | -17.4% | -2.4% |
| 3M | -12.4% | +11.7% | -24.1% | -13.5% |
| 6M | -1.7% | +21.9% | -23.6% | -4.3% |
| YTD | +8.0% | +17.6% | -9.6% | +5.3% |
| 1Y | +16.2% | +19.8% | -3.6% | +12.7% |
| 3Y | +171.3% | +31.0% | +140.3% | +144.7% |
| All | +122.2% | -3.1% | +125.3% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling