+30.3%
O vs AWK
+9.6%
+20.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | +2.2% | -2.7% | -1.5% |
| 30D | -2.0% | +4.4% | -6.4% | -3.9% |
| 3M | +3.0% | +15.4% | -12.4% | -3.5% |
| 6M | -3.6% | +3.5% | -7.2% | -5.5% |
| YTD | +12.1% | +9.8% | +2.3% | +6.7% |
| 1Y | +8.9% | +3.0% | +5.9% | +6.7% |
| 3Y | +30.3% | +9.7% | +20.7% | +19.8% |
| All | +30.3% | +9.6% | +20.7% | +19.8% |
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