+950.8%
MU vs AWK
+31.5%
+919.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -1.5% |
| 7D | +12.8% | +0.1% | +12.7% | +13.0% |
| 30D | -14.9% | +14.3% | -29.1% | -5.3% |
| 3M | -18.0% | +10.3% | -28.3% | -10.5% |
| 6M | -3.1% | +18.9% | -22.1% | +12.7% |
| YTD | +172.9% | +17.7% | +155.2% | +218.8% |
| 1Y | +228.8% | +16.9% | +212.0% | +283.1% |
| 3Y | +950.8% | +32.2% | +918.7% | +1,166.9% |
| All | +950.8% | +31.5% | +919.3% | +1,166.9% |
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