+77.5%
O vs AWK
+153.6%
-76.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.4% | -2.6% | +2.2% | +1.0% |
| 30D | +8.3% | +14.2% | -5.9% | +0.7% |
| 3M | -4.0% | +10.0% | -14.0% | -9.0% |
| 6M | -2.6% | +17.1% | -19.7% | -10.9% |
| YTD | +9.9% | +16.1% | -6.2% | +0.4% |
| 1Y | +9.8% | +17.5% | -7.7% | -0.5% |
| 3Y | +39.7% | +29.3% | +10.4% | +17.6% |
| 5Y | +9.2% | -3.5% | +12.6% | +6.8% |
| All | +77.5% | +153.6% | -76.1% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling