+327.1%
NET vs AWK
+10.2%
+316.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -7.0% | +1.7% | -8.7% | -6.7% |
| 30D | -4.8% | +5.6% | -10.4% | -3.8% |
| 3M | +3.8% | +15.9% | -12.0% | +7.0% |
| 6M | +50.0% | +4.6% | +45.5% | +52.2% |
| YTD | +41.5% | +10.1% | +31.4% | +44.6% |
| 1Y | +32.8% | +2.1% | +30.7% | +34.7% |
| All | +327.1% | +10.2% | +316.9% | +298.8% |
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