-2.5%
MS vs AWK
+22.3%
-24.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -5.3% |
| 7D | -3.4% | +7.2% | -10.6% | -1.0% |
| 30D | -3.9% | +19.0% | -23.0% | +2.2% |
| 3M | -15.9% | +14.4% | -30.3% | -11.6% |
| 6M | -2.5% | +22.6% | -25.1% | +7.8% |
| All | -2.5% | +22.3% | -24.8% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling