+587.3%
MS vs AWK
+969.7%
-382.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +1.7% | -0.4% | +0.5% |
| 30D | -0.3% | +5.6% | -5.8% | -3.3% |
| 3M | +0.3% | +15.9% | -15.6% | -8.2% |
| 6M | +31.3% | +4.6% | +26.8% | +26.1% |
| YTD | +24.7% | +10.1% | +14.6% | +15.6% |
| 1Y | +47.9% | +2.1% | +45.8% | +42.0% |
| 3Y | +178.3% | +9.8% | +168.5% | +144.2% |
| 5Y | +144.9% | -15.4% | +160.2% | +146.8% |
| 10Y | +804.5% | +129.4% | +675.1% | +289.2% |
| All | +587.3% | +969.7% | -382.3% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling