+32.6%
NET vs AWK
+0.6%
+32.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.1% |
| 7D | -16.4% | +7.0% | -23.4% | -17.7% |
| 30D | -25.8% | +17.0% | -42.9% | -28.8% |
| 3M | -11.5% | +12.4% | -23.9% | -14.3% |
| 6M | +18.9% | +19.6% | -0.7% | +12.9% |
| YTD | +35.2% | +17.0% | +18.2% | +28.4% |
| 1Y | +14.5% | +20.0% | -5.6% | +7.3% |
| 3Y | +313.8% | +23.8% | +290.0% | +243.2% |
| 5Y | +32.6% | -1.2% | +33.8% | +36.5% |
| All | +32.6% | +0.6% | +32.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling