+481.0%
O vs AWK
+1,037.8%
-556.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +9.4% | +15.5% | -6.1% | +0.5% |
| 3M | -2.4% | +10.0% | -12.4% | -7.9% |
| 6M | -1.9% | +20.4% | -22.3% | -12.3% |
| YTD | +10.5% | +17.1% | -6.6% | -0.3% |
| 1Y | +10.0% | +18.3% | -8.3% | -1.5% |
| 3Y | +40.5% | +30.4% | +10.1% | +16.1% |
| 5Y | +10.2% | -2.7% | +12.9% | +6.7% |
| 10Y | +82.5% | +154.7% | -72.2% | -7.8% |
| All | +481.0% | +1,037.8% | -556.8% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling