-7.5%
MSCI vs AWK
-15.4%
+7.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +0.6% | +5.6% | -5.0% | -1.6% |
| 3M | -7.1% | +15.9% | -22.9% | -12.5% |
| 6M | +0.8% | +4.6% | -3.7% | -1.4% |
| YTD | +1.0% | +10.1% | -9.1% | -3.7% |
| 1Y | +4.3% | +2.1% | +2.2% | +2.5% |
| 3Y | +9.9% | +9.8% | +0.1% | +0.9% |
| All | -7.5% | -15.4% | +7.9% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling