+5.7%
O vs AWK
+2.5%
+3.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -3.3% | +2.8% | -6.1% | -4.1% |
| 3M | -2.8% | +11.3% | -14.2% | -5.8% |
| 6M | -5.8% | +6.7% | -12.5% | -8.0% |
| YTD | +9.4% | +9.4% | 0.0% | +6.1% |
| 1Y | +5.7% | +3.7% | +2.0% | +3.7% |
| All | +5.7% | +2.5% | +3.2% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling