+54.8%
ON vs AWK
+1.8%
+53.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +0.9% |
| 7D | +2.4% | +1.7% | +0.7% | +3.6% |
| 30D | -3.3% | +5.6% | -8.9% | +0.4% |
| 3M | -43.6% | +15.9% | -59.4% | -37.9% |
| 6M | +19.0% | +4.6% | +14.4% | +26.3% |
| YTD | +37.4% | +10.1% | +27.3% | +48.2% |
| 1Y | +54.8% | +2.1% | +52.7% | +60.3% |
| All | +54.8% | +1.8% | +53.0% | +60.3% |
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 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