+4,277.4%
MU vs AWK
+152.9%
+4,124.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -15.2% | +2.7% | -17.9% | -15.4% |
| 30D | -29.5% | +16.7% | -46.2% | -30.6% |
| 3M | -15.8% | +11.7% | -27.5% | -16.8% |
| 6M | -2.9% | +21.9% | -24.8% | -5.4% |
| YTD | +154.2% | +17.6% | +136.6% | +147.7% |
| 1Y | +186.6% | +19.8% | +166.8% | +177.9% |
| 3Y | +871.5% | +31.0% | +840.5% | +777.9% |
| 5Y | +911.7% | -3.0% | +914.7% | +905.0% |
| 10Y | +4,277.4% | +156.8% | +4,120.6% | +3,583.6% |
| All | +4,277.4% | +152.9% | +4,124.4% | +3,583.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling