+2,394.7%
MSCI vs AWK
+1,042.6%
+1,352.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | +2.8% | +4.1% | -1.3% | +1.0% |
| 30D | +15.4% | +18.0% | -2.6% | +7.0% |
| 3M | +13.4% | +12.2% | +1.2% | +7.4% |
| 6M | +10.9% | +21.2% | -10.3% | +1.1% |
| YTD | +13.0% | +17.6% | -4.6% | +3.7% |
| 1Y | +12.0% | +19.2% | -7.2% | +2.0% |
| 3Y | +34.1% | +26.7% | +7.4% | +14.6% |
| 5Y | +3.9% | -1.3% | +5.2% | +0.4% |
| 10Y | +802.0% | +159.7% | +642.4% | +433.6% |
| All | +2,394.7% | +1,042.6% | +1,352.1% | +566.4% |
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