+719.8%
MU vs AWK
+1.8%
+718.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.0% |
| 7D | +9.0% | +1.7% | +7.2% | +10.7% |
| 30D | +13.8% | +5.6% | +8.2% | +20.3% |
| 3M | +2.1% | +15.9% | -13.8% | +18.6% |
| 6M | +153.8% | +4.6% | +149.2% | +179.7% |
| YTD | +256.4% | +10.1% | +246.3% | +303.8% |
| 1Y | +719.8% | +2.1% | +717.7% | +813.2% |
| All | +719.8% | +1.8% | +718.0% | +813.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling