+3.5%
MU vs AWK
+21.9%
-18.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +2.8% |
| 7D | -22.0% | +4.1% | -26.1% | -16.1% |
| 30D | -36.6% | +18.0% | -54.6% | -17.3% |
| 3M | -21.7% | +12.2% | -33.9% | -4.1% |
| 6M | +3.5% | +21.2% | -17.7% | +58.2% |
| All | +3.5% | +21.9% | -18.4% | +58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling