+34.1%
MSCI vs AWK
+24.3%
+9.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | +2.8% | +4.1% | -1.3% | +2.2% |
| 30D | +15.4% | +18.0% | -2.6% | +12.9% |
| 3M | +13.4% | +12.2% | +1.2% | +11.6% |
| 6M | +10.9% | +21.2% | -10.3% | +8.3% |
| YTD | +13.0% | +17.6% | -4.6% | +10.5% |
| 1Y | +12.0% | +19.2% | -7.2% | +9.3% |
| 3Y | +34.1% | +26.7% | +7.4% | +26.1% |
| All | +34.1% | +24.3% | +9.8% | +26.1% |
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 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