+12.1%
O vs AWK
-1.3%
+13.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +3.5% | +2.7% | +0.9% | +2.3% |
| 30D | +10.4% | +16.7% | -6.2% | +2.7% |
| 3M | -2.4% | +11.7% | -14.2% | -7.5% |
| 6M | -1.2% | +21.9% | -23.1% | -10.1% |
| YTD | +10.4% | +17.6% | -7.2% | +1.6% |
| 1Y | +11.4% | +19.8% | -8.4% | +1.5% |
| 3Y | +40.4% | +31.0% | +9.4% | +20.1% |
| 5Y | +12.1% | -3.0% | +15.1% | +6.0% |
| All | +12.1% | -1.3% | +13.4% | +6.0% |
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