+9,224.2%
MU vs AWK
+1,042.6%
+8,181.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.5% |
| 7D | -22.0% | +4.1% | -26.1% | -23.2% |
| 30D | -36.6% | +18.0% | -54.6% | -40.2% |
| 3M | -21.7% | +12.2% | -33.9% | -25.2% |
| 6M | +3.5% | +21.2% | -17.7% | -4.6% |
| YTD | +141.9% | +17.6% | +124.4% | +123.1% |
| 1Y | +189.8% | +19.2% | +170.6% | +165.1% |
| 3Y | +855.4% | +26.7% | +828.6% | +700.9% |
| 5Y | +869.2% | -1.3% | +870.5% | +801.6% |
| 10Y | +4,142.8% | +159.7% | +3,983.2% | +2,076.7% |
| All | +9,224.2% | +1,042.6% | +8,181.6% | +1,473.5% |
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