+76.2%
O vs AWK
+157.1%
-80.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +7.1% | +14.3% | -7.1% | -0.4% |
| 3M | -5.2% | +10.3% | -15.5% | -10.3% |
| 6M | -1.8% | +18.9% | -20.7% | -10.9% |
| YTD | +9.1% | +17.7% | -8.6% | -1.1% |
| 1Y | +9.7% | +16.9% | -7.2% | -0.3% |
| 3Y | +39.1% | +32.2% | +7.0% | +15.6% |
| 5Y | +8.4% | -2.2% | +10.5% | +5.2% |
| All | +76.2% | +157.1% | -80.9% | -12.2% |
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 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