+479.5%
MS vs AWK
+1,058.8%
-579.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.9% |
| 7D | -3.4% | +7.2% | -10.6% | -6.9% |
| 30D | -3.9% | +19.0% | -23.0% | -12.7% |
| 3M | -15.9% | +14.4% | -30.3% | -22.2% |
| 6M | -2.5% | +22.6% | -25.1% | -13.9% |
| YTD | +5.1% | +19.2% | -14.1% | -7.0% |
| 1Y | +13.0% | +19.6% | -6.6% | -0.6% |
| 3Y | +160.7% | +26.1% | +134.6% | +110.4% |
| 5Y | +114.0% | +0.1% | +114.0% | +94.7% |
| 10Y | +637.5% | +163.3% | +474.1% | +189.1% |
| All | +479.5% | +1,058.8% | -579.3% | -60.7% |
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