+35.8%
MSCI vs AWK
+31.5%
+4.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.8% | +14.3% | +3.5% | +15.6% |
| 3M | +15.2% | +10.3% | +4.9% | +13.6% |
| 6M | +16.5% | +18.9% | -2.5% | +13.9% |
| YTD | +16.4% | +17.7% | -1.4% | +13.8% |
| 1Y | +16.8% | +16.9% | 0.0% | +14.3% |
| 3Y | +35.8% | +32.2% | +3.6% | +25.6% |
| All | +35.8% | +31.5% | +4.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling