+15.3%
O vs AWK
-16.7%
+32.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -2.4% | +4.3% | -6.7% | -4.4% |
| 3M | -0.6% | +12.5% | -13.1% | -6.0% |
| 6M | -5.0% | +3.3% | -8.3% | -6.8% |
| YTD | +10.4% | +9.8% | +0.6% | +5.0% |
| 1Y | +6.6% | +2.9% | +3.7% | +4.3% |
| 3Y | +28.4% | +9.6% | +18.8% | +19.7% |
| 5Y | +15.3% | -16.7% | +31.9% | +19.2% |
| All | +15.3% | -16.7% | +32.0% | +19.2% |
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 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